+1,836.0%
ASX vs IEFA
+204.8%
+1,631.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.9% |
| 7D | -9.1% | +1.1% | -10.3% | -9.7% |
| 30D | -23.6% | +0.7% | -24.2% | -23.5% |
| 3M | -5.6% | -3.4% | -2.3% | -0.7% |
| 6M | +4.7% | +1.5% | +3.2% | +5.5% |
| YTD | +122.6% | +10.4% | +112.2% | +104.6% |
| 1Y | +133.0% | +13.4% | +119.6% | +107.8% |
| 3Y | +367.1% | +66.7% | +300.5% | +175.8% |
| 5Y | +504.7% | +49.5% | +455.3% | +307.0% |
| 10Y | +887.2% | +145.8% | +741.5% | +321.9% |
| All | +1,836.0% | +204.8% | +1,631.3% | +560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling