+10.7%
CARR vs IEFA
+50.2%
-39.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.4% |
| 7D | -3.8% | -1.6% | -2.2% | -2.1% |
| 30D | -8.9% | -1.5% | -7.4% | -7.4% |
| 3M | -17.3% | +3.4% | -20.7% | -20.2% |
| 6M | -1.4% | +9.5% | -10.9% | -10.3% |
| YTD | +10.0% | +13.0% | -3.1% | -3.3% |
| 1Y | -6.4% | +18.0% | -24.4% | -21.3% |
| 3Y | +1.5% | +65.4% | -63.8% | -40.0% |
| All | +10.7% | +50.2% | -39.5% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling