+107.7%
COST vs IEFA
+50.2%
+57.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | -1.2% | -1.6% | +0.4% | -0.4% |
| 30D | -4.7% | -1.5% | -3.2% | -4.0% |
| 3M | -7.1% | +3.4% | -10.5% | -8.9% |
| 6M | -8.5% | +9.5% | -18.0% | -13.5% |
| YTD | +5.4% | +13.0% | -7.7% | -2.4% |
| 1Y | -5.6% | +18.0% | -23.6% | -15.0% |
| 3Y | +68.5% | +65.4% | +3.1% | +20.8% |
| All | +107.7% | +50.2% | +57.5% | +58.5% |
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