+4,404.4%
DELL vs IEFA
+148.3%
+4,256.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +10.8% |
| 7D | +8.2% | -1.6% | +9.8% | +10.3% |
| 30D | +17.1% | -1.5% | +18.6% | +19.5% |
| 3M | +45.2% | +3.4% | +41.7% | +40.4% |
| 6M | +286.8% | +9.5% | +277.3% | +251.4% |
| YTD | +354.8% | +13.0% | +341.7% | +299.0% |
| 1Y | +358.3% | +18.0% | +340.3% | +284.0% |
| 3Y | +724.9% | +65.4% | +659.5% | +382.4% |
| 5Y | +1,193.7% | +51.6% | +1,142.1% | +728.7% |
| All | +4,404.4% | +148.3% | +4,256.1% | +1,762.4% |
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