+117.3%
BKR vs IEFA
+147.7%
-30.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.0% | -2.9% |
| 7D | -10.6% | -2.4% | -8.2% | -8.0% |
| 30D | -12.4% | -2.5% | -9.9% | -9.9% |
| 3M | -9.7% | +2.4% | -12.1% | -12.5% |
| 6M | +5.4% | +11.7% | -6.3% | -8.5% |
| YTD | +26.0% | +12.1% | +13.9% | +8.9% |
| 1Y | +24.0% | +17.6% | +6.5% | +1.1% |
| 3Y | +64.9% | +63.1% | +1.7% | -10.7% |
| 5Y | +161.7% | +49.8% | +111.8% | +57.1% |
| 10Y | +117.3% | +147.8% | -30.5% | -21.1% |
| All | +117.3% | +147.7% | -30.4% | -21.1% |
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 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