+404.2%
C vs IEFA
+217.0%
+187.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +3.6% | +0.6% | +3.0% | +2.9% |
| 30D | +0.1% | +1.0% | -1.0% | -1.3% |
| 3M | +2.4% | +4.7% | -2.3% | -3.4% |
| 6M | +24.9% | +8.6% | +16.4% | +12.0% |
| YTD | +19.8% | +14.8% | +5.0% | -0.1% |
| 1Y | +44.9% | +22.6% | +22.2% | +10.9% |
| 3Y | +263.0% | +67.0% | +196.0% | +85.3% |
| 5Y | +129.5% | +52.3% | +77.3% | +32.4% |
| 10Y | +291.6% | +147.3% | +144.3% | +25.8% |
| All | +404.2% | +217.0% | +187.1% | +15.3% |
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