+689.6%
BKNG vs IEFA
+209.0%
+480.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.5% |
| 7D | -10.7% | -2.4% | -8.2% | -8.2% |
| 30D | -18.1% | -2.1% | -16.0% | -16.2% |
| 3M | +8.5% | +5.5% | +3.0% | +2.1% |
| 6M | -0.1% | +8.1% | -8.2% | -9.1% |
| YTD | -18.2% | +11.9% | -30.1% | -28.7% |
| 1Y | -19.9% | +18.1% | -37.9% | -34.2% |
| 3Y | +41.6% | +65.5% | -23.9% | -21.5% |
| 5Y | +93.1% | +50.1% | +43.1% | +21.2% |
| 10Y | +214.8% | +144.2% | +70.6% | +19.5% |
| All | +689.6% | +209.0% | +480.6% | +149.8% |
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 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