+274.2%
CME vs IEFA
+148.3%
+125.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -1.6% | -1.6% | 0.0% | -0.7% |
| 30D | +5.6% | -1.5% | +7.1% | +6.4% |
| 3M | +5.6% | +3.4% | +2.2% | +3.3% |
| 6M | -8.3% | +9.5% | -17.7% | -13.8% |
| YTD | +4.3% | +13.0% | -8.7% | -4.1% |
| 1Y | +9.1% | +18.0% | -8.9% | -2.6% |
| 3Y | +52.1% | +65.4% | -13.3% | +5.6% |
| 5Y | +79.7% | +51.6% | +28.1% | +32.7% |
| All | +274.2% | +148.3% | +125.9% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling