+4,782.6%
DELL vs IEFA
+145.6%
+4,637.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +1.5% |
| 7D | +8.7% | -0.5% | +9.2% | +9.3% |
| 30D | +16.9% | -1.1% | +18.0% | +18.6% |
| 3M | +40.4% | +5.1% | +35.4% | +33.3% |
| 6M | +267.1% | +9.3% | +257.8% | +233.6% |
| YTD | +329.1% | +13.0% | +316.1% | +276.3% |
| 1Y | +346.9% | +19.2% | +327.8% | +269.9% |
| 3Y | +696.6% | +67.0% | +629.7% | +360.7% |
| 5Y | +1,106.2% | +51.1% | +1,055.1% | +674.5% |
| 10Y | +4,177.7% | +146.5% | +4,031.2% | +1,665.4% |
| All | +4,782.6% | +145.6% | +4,637.0% | +1,924.7% |
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