+23.4%
BA vs IEFA
+148.0%
-124.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.7% |
| 7D | -0.6% | +1.3% | -1.8% | -2.6% |
| 30D | -8.0% | +0.1% | -8.1% | -8.5% |
| 3M | -25.8% | -4.2% | -21.6% | -21.4% |
| 6M | -27.6% | +1.9% | -29.5% | -29.9% |
| YTD | -21.0% | +9.9% | -30.9% | -32.3% |
| 1Y | -12.3% | +11.5% | -23.8% | -26.5% |
| 3Y | -12.8% | +66.0% | -78.7% | -61.1% |
| 5Y | -22.4% | +47.5% | -69.8% | -57.2% |
| All | +23.4% | +148.0% | -124.7% | -62.1% |
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