-10.8%
BA vs IEFA
+66.8%
-77.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -3.7% |
| 7D | -1.7% | +1.1% | -2.8% | -2.9% |
| 30D | -9.5% | +1.2% | -10.7% | -10.7% |
| 3M | -26.5% | -3.4% | -23.1% | -23.9% |
| 6M | -27.4% | +2.0% | -29.4% | -29.0% |
| YTD | -20.6% | +11.0% | -31.6% | -29.4% |
| 1Y | -11.4% | +15.2% | -26.7% | -24.5% |
| 3Y | -10.8% | +68.4% | -79.2% | -44.5% |
| All | -10.8% | +66.8% | -77.6% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling