+356.5%
C vs IEFA
+203.9%
+152.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.2% |
| 7D | +4.2% | +2.2% | +2.0% | +1.3% |
| 30D | +2.0% | +1.1% | +0.9% | +0.7% |
| 3M | -10.1% | -4.3% | -5.9% | -5.1% |
| 6M | +1.0% | +1.4% | -0.4% | -0.9% |
| YTD | +8.5% | +10.1% | -1.6% | -4.7% |
| 1Y | +25.7% | +12.9% | +12.8% | +7.0% |
| 3Y | +216.0% | +65.8% | +150.2% | +62.4% |
| 5Y | +112.3% | +47.7% | +64.7% | +27.1% |
| 10Y | +217.8% | +146.8% | +71.0% | +2.9% |
| All | +356.5% | +203.9% | +152.6% | +10.0% |
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