+338.5%
COP vs IEFA
+148.3%
+190.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.8% |
| 7D | +2.3% | -1.6% | +3.9% | +3.9% |
| 30D | +8.6% | -1.5% | +10.1% | +10.1% |
| 3M | +19.9% | +3.4% | +16.4% | +14.8% |
| 6M | +19.0% | +9.5% | +9.5% | +4.6% |
| YTD | +50.0% | +13.0% | +36.9% | +26.3% |
| 1Y | +50.5% | +18.0% | +32.5% | +20.4% |
| 3Y | +25.2% | +65.4% | -40.1% | -35.1% |
| 5Y | +194.3% | +51.6% | +142.7% | +69.4% |
| All | +338.5% | +148.3% | +190.2% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling