+40.0%
CVS vs IEFA
+148.3%
-108.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | -2.2% | -1.6% | -0.6% | -1.3% |
| 30D | -0.1% | -1.5% | +1.4% | +0.7% |
| 3M | -5.2% | +3.4% | -8.6% | -7.3% |
| 6M | +26.9% | +9.5% | +17.4% | +19.6% |
| YTD | +22.1% | +13.0% | +9.0% | +12.4% |
| 1Y | +30.8% | +18.0% | +12.8% | +17.2% |
| 3Y | +54.4% | +65.4% | -11.0% | +10.1% |
| 5Y | +33.4% | +51.6% | -18.2% | +0.2% |
| All | +40.0% | +148.3% | -108.3% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling