-0.3%
BA vs IEFA
+52.0%
-52.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +2.5% | +1.2% | +1.3% | +1.1% |
| 30D | -10.1% | -0.6% | -9.5% | -9.5% |
| 3M | -2.4% | +6.2% | -8.6% | -8.9% |
| 6M | -8.8% | +11.2% | -20.0% | -19.3% |
| YTD | -2.9% | +14.2% | -17.1% | -17.2% |
| 1Y | -8.8% | +20.0% | -28.8% | -26.7% |
| 3Y | -0.3% | +68.8% | -69.0% | -47.6% |
| 5Y | -0.3% | +52.7% | -53.0% | -37.2% |
| All | -0.3% | +52.0% | -52.4% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling