+911.5%
BE vs IEFA
+99.9%
+811.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.1% |
| 7D | +20.0% | +0.6% | +19.4% | +18.7% |
| 30D | +7.9% | +1.0% | +6.9% | +6.1% |
| 3M | -13.2% | +4.7% | -17.9% | -18.0% |
| 6M | +53.5% | +8.6% | +44.9% | +36.1% |
| YTD | +191.0% | +14.8% | +176.2% | +133.4% |
| 1Y | +360.5% | +22.6% | +337.9% | +232.3% |
| 3Y | +1,568.0% | +67.0% | +1,501.0% | +602.4% |
| 5Y | +1,055.2% | +52.3% | +1,002.9% | +510.5% |
| All | +911.5% | +99.9% | +811.6% | +242.5% |
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 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