-11.0%
BA vs IEFA
+13.9%
-24.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | 0.0% | +1.1% | -1.1% | -1.1% |
| 30D | -8.9% | +0.7% | -9.6% | -9.6% |
| 3M | -25.5% | -3.4% | -22.2% | -23.0% |
| 6M | -27.0% | +1.5% | -28.4% | -28.1% |
| YTD | -20.1% | +10.4% | -30.5% | -29.1% |
| 1Y | -11.0% | +13.4% | -24.4% | -23.4% |
| All | -11.0% | +13.9% | -24.9% | -23.4% |
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