-10.1%
DIS vs IEFA
+23.1%
-33.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | +0.6% | -3.2% | -2.9% |
| 30D | +3.5% | +1.0% | +2.4% | +2.9% |
| 3M | +6.8% | +4.7% | +2.1% | +4.0% |
| 6M | +3.0% | +8.6% | -5.6% | -1.5% |
| YTD | -6.7% | +14.8% | -21.6% | -14.6% |
| 1Y | -10.1% | +22.6% | -32.7% | -20.6% |
| All | -10.1% | +23.1% | -33.2% | -20.6% |
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