+74.6%
BA vs IEFA
+143.5%
-68.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -0.5% |
| 30D | -11.3% | -1.1% | -10.2% | -9.9% |
| 3M | -3.8% | +5.1% | -8.8% | -10.5% |
| 6M | -8.3% | +9.3% | -17.6% | -19.6% |
| YTD | -4.9% | +13.0% | -17.9% | -21.2% |
| 1Y | -10.1% | +19.2% | -29.2% | -31.3% |
| 3Y | -2.3% | +67.0% | -69.3% | -56.3% |
| 5Y | -3.5% | +51.1% | -54.6% | -48.3% |
| 10Y | +74.6% | +146.5% | -71.9% | -48.3% |
| All | +74.6% | +143.5% | -68.9% | -48.3% |
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