+78.7%
CME vs IEFA
+48.7%
+30.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | +6.2% | -2.1% | +8.3% | +6.7% |
| 3M | +4.4% | +5.5% | -1.2% | +3.0% |
| 6M | -9.6% | +8.1% | -17.8% | -11.6% |
| YTD | +3.8% | +11.9% | -8.1% | +0.4% |
| 1Y | +9.5% | +18.1% | -8.5% | +4.2% |
| 3Y | +51.9% | +65.5% | -13.5% | +26.3% |
| 5Y | +78.7% | +50.1% | +28.7% | +58.0% |
| All | +78.7% | +48.7% | +30.0% | +58.0% |
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