+186.3%
BA vs IEFA
+204.8%
-18.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -1.6% |
| 30D | -8.9% | +0.7% | -9.6% | -10.0% |
| 3M | -25.5% | -3.4% | -22.2% | -22.5% |
| 6M | -27.0% | +1.5% | -28.4% | -28.6% |
| YTD | -20.1% | +10.4% | -30.5% | -30.6% |
| 1Y | -11.0% | +13.4% | -24.4% | -25.3% |
| 3Y | -11.8% | +66.7% | -78.5% | -56.2% |
| 5Y | -20.6% | +49.5% | -70.1% | -53.5% |
| 10Y | +26.6% | +145.8% | -119.1% | -55.5% |
| All | +186.3% | +204.8% | -18.4% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling