+1,963.7%
ASX vs IEFA
+205.6%
+1,758.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.3% |
| 7D | +0.8% | -1.1% | +1.9% | +3.0% |
| 30D | -20.4% | +1.3% | -21.7% | -20.9% |
| 3M | -2.1% | -3.2% | +1.0% | +2.8% |
| 6M | +8.2% | +2.0% | +6.2% | +8.5% |
| YTD | +137.3% | +10.7% | +126.6% | +117.4% |
| 1Y | +155.0% | +13.0% | +142.1% | +128.5% |
| 3Y | +397.9% | +67.1% | +330.8% | +193.1% |
| 5Y | +529.2% | +49.4% | +479.8% | +323.6% |
| 10Y | +1,007.5% | +148.2% | +859.4% | +369.0% |
| All | +1,963.7% | +205.6% | +1,758.1% | +601.4% |
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