+158.8%
B vs IEFA
+51.0%
+107.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.5% |
| 30D | +9.5% | -1.1% | +10.6% | +10.7% |
| 3M | +14.3% | +5.1% | +9.3% | +10.0% |
| 6M | -1.9% | +9.3% | -11.2% | -8.0% |
| YTD | +4.1% | +13.0% | -8.9% | -4.5% |
| 1Y | +56.1% | +19.2% | +36.9% | +37.8% |
| 3Y | +202.0% | +67.0% | +135.0% | +111.1% |
| 5Y | +158.8% | +51.1% | +107.7% | +64.8% |
| All | +158.8% | +51.0% | +107.8% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling