+1,191.2%
COST vs IEFA
+211.8%
+979.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.3% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -5.3% | -1.1% | -4.2% | -4.8% |
| 3M | -6.7% | +5.1% | -11.7% | -9.2% |
| 6M | -9.9% | +9.3% | -19.3% | -14.6% |
| YTD | +5.1% | +13.0% | -7.8% | -2.2% |
| 1Y | -7.3% | +19.2% | -26.5% | -16.3% |
| 3Y | +70.4% | +67.0% | +3.4% | +27.2% |
| 5Y | +104.4% | +51.1% | +53.3% | +59.5% |
| 10Y | +609.0% | +146.5% | +462.5% | +328.5% |
| All | +1,191.2% | +211.8% | +979.4% | +574.7% |
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 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