+1,218.2%
BE vs IEFA
+48.7%
+1,169.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.1% |
| 7D | +9.7% | -2.4% | +12.2% | +15.4% |
| 30D | +22.4% | -2.1% | +24.5% | +28.3% |
| 3M | +10.4% | +5.5% | +4.8% | +1.9% |
| 6M | +67.9% | +8.1% | +59.7% | +48.5% |
| YTD | +197.5% | +11.9% | +185.6% | +147.4% |
| 1Y | +310.6% | +18.1% | +292.5% | +212.9% |
| 3Y | +1,657.2% | +65.5% | +1,591.8% | +600.6% |
| 5Y | +1,218.2% | +50.1% | +1,168.1% | +596.1% |
| All | +1,218.2% | +48.7% | +1,169.5% | +596.1% |
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 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