+785.2%
CME vs IEFA
+215.2%
+570.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.9% | +1.2% | -4.0% | -3.5% |
| 30D | +5.5% | -0.6% | +6.1% | +5.8% |
| 3M | +11.0% | +6.2% | +4.8% | +7.0% |
| 6M | -9.7% | +11.2% | -20.9% | -15.6% |
| YTD | +4.9% | +14.2% | -9.3% | -3.8% |
| 1Y | +10.1% | +20.0% | -9.9% | -2.1% |
| 3Y | +53.5% | +68.8% | -15.3% | +8.0% |
| 5Y | +77.2% | +52.7% | +24.5% | +32.1% |
| 10Y | +282.1% | +144.2% | +137.9% | +101.9% |
| All | +785.2% | +215.2% | +570.0% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling