+435.9%
DIA vs IEFA
+215.2%
+220.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +0.1% | +1.2% | -1.1% | -0.9% |
| 30D | -2.1% | -0.6% | -1.5% | -1.6% |
| 3M | +4.2% | +6.2% | -2.1% | -0.9% |
| 6M | +11.9% | +11.2% | +0.7% | +2.2% |
| YTD | +10.8% | +14.2% | -3.3% | -1.1% |
| 1Y | +17.5% | +20.0% | -2.5% | +0.6% |
| 3Y | +59.9% | +68.8% | -8.8% | +2.0% |
| 5Y | +64.1% | +52.7% | +11.5% | +13.3% |
| 10Y | +246.2% | +144.2% | +102.0% | +61.1% |
| All | +435.9% | +215.2% | +220.7% | +100.6% |
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 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