+214.8%
B vs IEFA
+148.4%
+66.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -7.3% | +2.2% | -9.5% | -8.6% |
| 30D | -3.3% | +1.1% | -4.4% | -3.9% |
| 3M | -7.8% | -4.3% | -3.5% | -4.8% |
| 6M | -15.5% | +1.4% | -16.9% | -15.5% |
| YTD | -12.3% | +10.1% | -22.3% | -15.9% |
| 1Y | +5.4% | +12.9% | -7.5% | -0.4% |
| 3Y | +165.5% | +65.8% | +99.7% | +106.1% |
| 5Y | +107.0% | +47.7% | +59.4% | +65.9% |
| All | +214.8% | +148.4% | +66.5% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling