-10.6%
BA vs IEFA
+17.0%
-27.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | -0.2% |
| 7D | +5.9% | +1.9% | +4.0% | +4.0% |
| 30D | -8.2% | +1.4% | -9.6% | -9.4% |
| 3M | -25.4% | -1.4% | -24.0% | -24.3% |
| 6M | -20.0% | +6.3% | -26.3% | -24.5% |
| YTD | -18.5% | +11.9% | -30.4% | -28.2% |
| 1Y | -10.6% | +17.0% | -27.6% | -25.0% |
| All | -10.6% | +17.0% | -27.6% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling