+5.6%
CDE vs IEFA
+17.0%
-11.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.5% | +6.2% | +2.1% |
| 7D | +1.1% | +1.9% | -0.8% | -3.5% |
| 30D | -14.5% | +1.4% | -15.9% | -17.1% |
| 3M | -10.1% | -1.4% | -8.7% | -5.5% |
| 6M | -16.9% | +6.3% | -23.2% | -25.5% |
| YTD | -18.1% | +11.9% | -30.0% | -31.4% |
| 1Y | +5.6% | +17.0% | -11.4% | -19.4% |
| All | +5.6% | +17.0% | -11.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling