+192.5%
COP vs IEFA
+50.0%
+142.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +11.7% | -1.1% | +12.8% | +12.3% |
| 3M | +17.7% | +5.1% | +12.6% | +14.1% |
| 6M | +18.3% | +9.3% | +9.0% | +10.9% |
| YTD | +49.1% | +13.0% | +36.1% | +36.1% |
| 1Y | +53.3% | +19.2% | +34.1% | +34.7% |
| 3Y | +22.2% | +67.0% | -44.8% | -17.2% |
| All | +192.5% | +50.0% | +142.5% | +116.5% |
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