+1,003.0%
BE vs IEFA
+96.8%
+906.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +4.8% |
| 7D | +9.0% | -1.6% | +10.6% | +12.5% |
| 30D | +16.3% | -1.5% | +17.8% | +20.1% |
| 3M | +10.8% | +3.4% | +7.4% | +6.7% |
| 6M | +73.2% | +9.5% | +63.7% | +50.9% |
| YTD | +217.4% | +13.0% | +204.3% | +162.4% |
| 1Y | +309.8% | +18.0% | +291.8% | +218.0% |
| 3Y | +1,726.2% | +65.4% | +1,660.8% | +684.4% |
| 5Y | +1,306.2% | +51.6% | +1,254.6% | +651.1% |
| All | +1,003.0% | +96.8% | +906.2% | +285.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling