+199.9%
B vs IEFA
+145.9%
+54.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.9% |
| 7D | -5.0% | -2.4% | -2.6% | -3.5% |
| 30D | +8.7% | -2.1% | +10.8% | +10.4% |
| 3M | +17.3% | +5.5% | +11.8% | +13.8% |
| 6M | -5.0% | +8.1% | -13.2% | -8.7% |
| YTD | +1.4% | +11.9% | -10.5% | -4.1% |
| 1Y | +50.5% | +18.1% | +32.4% | +38.2% |
| 3Y | +194.4% | +65.5% | +128.9% | +126.3% |
| 5Y | +156.7% | +50.1% | +106.6% | +102.3% |
| All | +199.9% | +145.9% | +54.0% | +59.3% |
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