+75.6%
BAC vs IEFA
+48.7%
+26.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.6% |
| 7D | -0.3% | -2.4% | +2.2% | +1.9% |
| 30D | -1.8% | -2.1% | +0.4% | 0.0% |
| 3M | +15.3% | +5.5% | +9.8% | +9.6% |
| 6M | +30.2% | +8.1% | +22.0% | +20.5% |
| YTD | +15.6% | +11.9% | +3.7% | +3.3% |
| 1Y | +27.5% | +18.1% | +9.4% | +8.2% |
| 3Y | +137.0% | +65.5% | +71.6% | +42.5% |
| 5Y | +75.6% | +50.1% | +25.5% | +17.5% |
| All | +75.6% | +48.7% | +26.9% | +17.5% |
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 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