+279.2%
COP vs IEFA
+217.0%
+62.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +3.0% | +0.6% | +2.4% | +2.3% |
| 30D | +17.5% | +1.0% | +16.4% | +16.0% |
| 3M | +13.4% | +4.7% | +8.6% | +7.0% |
| 6M | +17.7% | +8.6% | +9.2% | +4.6% |
| YTD | +46.6% | +14.8% | +31.7% | +21.8% |
| 1Y | +44.6% | +22.6% | +22.0% | +11.3% |
| 3Y | +20.7% | +67.0% | -46.3% | -36.7% |
| 5Y | +185.0% | +52.3% | +132.8% | +65.4% |
| 10Y | +347.0% | +147.3% | +199.6% | +49.5% |
| All | +279.2% | +217.0% | +62.1% | +1.2% |
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