+8.3%
DIS vs IEFA
+17.0%
-8.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.8% |
| 7D | +9.1% | +1.9% | +7.2% | +8.0% |
| 30D | +14.8% | +1.4% | +13.4% | +13.9% |
| 3M | +21.2% | -1.4% | +22.6% | +22.0% |
| 6M | +18.3% | +6.3% | +12.0% | +13.5% |
| YTD | +5.4% | +11.9% | -6.5% | -3.9% |
| 1Y | +8.3% | +17.0% | -8.7% | -6.6% |
| All | +8.3% | +17.0% | -8.8% | -6.6% |
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 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