+1,611.9%
BE vs IEFA
+64.1%
+1,547.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.1% |
| 7D | +9.7% | -2.4% | +12.2% | +15.5% |
| 30D | +22.4% | -2.1% | +24.5% | +28.5% |
| 3M | +10.4% | +5.5% | +4.8% | +2.0% |
| 6M | +67.9% | +8.1% | +59.7% | +49.0% |
| YTD | +197.5% | +11.9% | +185.6% | +148.2% |
| 1Y | +310.6% | +18.1% | +292.5% | +214.8% |
| All | +1,611.9% | +64.1% | +1,547.8% | +468.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling