+767.8%
BAC vs IEFA
+215.2%
+552.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +1.2% | +1.2% | 0.0% | -0.1% |
| 30D | -0.7% | -0.6% | -0.1% | -0.2% |
| 3M | +16.9% | +6.2% | +10.7% | +9.0% |
| 6M | +29.6% | +11.2% | +18.4% | +14.1% |
| YTD | +15.3% | +14.2% | +1.1% | -1.8% |
| 1Y | +28.8% | +20.0% | +8.8% | +3.5% |
| 3Y | +136.4% | +68.8% | +67.6% | +26.3% |
| 5Y | +72.9% | +52.7% | +20.3% | +4.1% |
| 10Y | +391.8% | +144.2% | +247.6% | +75.0% |
| All | +767.8% | +215.2% | +552.6% | +111.6% |
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