+916.3%
CME vs IEFA
+203.9%
+712.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +3.9% | +2.2% | +1.7% | +2.7% |
| 30D | +11.3% | +1.1% | +10.3% | +10.6% |
| 3M | +19.6% | -4.3% | +23.8% | +22.0% |
| 6M | +8.1% | +1.4% | +6.7% | +6.5% |
| YTD | +20.4% | +10.1% | +10.3% | +12.4% |
| 1Y | +16.5% | +12.9% | +3.6% | +7.1% |
| 3Y | +66.4% | +65.8% | +0.7% | +17.8% |
| 5Y | +74.5% | +47.7% | +26.8% | +32.2% |
| 10Y | +308.5% | +146.8% | +161.7% | +114.7% |
| All | +916.3% | +203.9% | +712.4% | +362.3% |
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