+269.3%
C vs IEFA
+68.7%
+200.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +3.2% | +1.2% | +2.0% | +2.0% |
| 30D | +1.3% | -0.6% | +1.9% | +1.9% |
| 3M | +3.1% | +6.2% | -3.1% | -3.0% |
| 6M | +29.6% | +11.2% | +18.4% | +16.0% |
| YTD | +19.0% | +14.2% | +4.8% | +3.4% |
| 1Y | +45.6% | +20.0% | +25.6% | +20.1% |
| 3Y | +269.3% | +68.8% | +200.5% | +108.8% |
| All | +269.3% | +68.7% | +200.6% | +108.8% |
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