+132.2%
COP vs IEFA
+47.3%
+84.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +4.4% | +2.2% | +2.2% | +3.3% |
| 30D | 0.0% | +1.1% | -1.1% | -0.7% |
| 3M | +15.0% | -4.3% | +19.3% | +17.1% |
| 6M | +22.0% | +1.4% | +20.6% | +20.0% |
| YTD | +55.3% | +10.1% | +45.3% | +43.4% |
| 1Y | +64.1% | +12.9% | +51.2% | +48.7% |
| 3Y | +34.1% | +65.8% | -31.7% | -9.1% |
| All | +132.2% | +47.3% | +84.9% | +75.4% |
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