+908.4%
CME vs IEFA
+203.5%
+704.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +2.7% | +1.3% | +1.4% | +1.9% |
| 30D | +13.5% | +0.1% | +13.4% | +13.2% |
| 3M | +20.9% | -4.2% | +25.1% | +23.4% |
| 6M | +11.5% | +1.9% | +9.6% | +9.6% |
| YTD | +19.5% | +9.9% | +9.5% | +11.6% |
| 1Y | +17.2% | +11.5% | +5.7% | +8.5% |
| 3Y | +65.1% | +66.0% | -0.8% | +16.7% |
| 5Y | +73.1% | +47.5% | +25.6% | +31.3% |
| 10Y | +305.3% | +146.5% | +158.8% | +113.2% |
| All | +908.4% | +203.5% | +704.9% | +359.0% |
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 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