+7.1%
CRM vs IEFA
+23.1%
-16.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +34.3% | +1.0% | +33.3% | +34.4% |
| 3M | +37.7% | +4.7% | +33.0% | +38.2% |
| 6M | +34.9% | +8.6% | +26.4% | +35.3% |
| YTD | -1.6% | +14.8% | -16.5% | -5.9% |
| 1Y | +7.1% | +22.6% | -15.5% | -3.5% |
| All | +7.1% | +23.1% | -16.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling