+73.1%
CME vs IEFA
+47.8%
+25.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | +13.5% | +0.1% | +13.4% | +13.4% |
| 3M | +20.9% | -4.2% | +25.1% | +21.9% |
| 6M | +11.5% | +1.9% | +9.6% | +10.7% |
| YTD | +19.5% | +9.9% | +9.5% | +16.0% |
| 1Y | +17.2% | +11.5% | +5.7% | +13.3% |
| 3Y | +65.1% | +66.0% | -0.8% | +36.5% |
| 5Y | +73.1% | +47.5% | +25.6% | +60.4% |
| All | +73.1% | +47.8% | +25.3% | +60.4% |
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 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