+170.6%
DIS vs IEFA
+203.9%
-33.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.9% | +2.2% | -0.3% | -0.1% |
| 30D | +9.2% | +1.1% | +8.1% | +8.1% |
| 3M | +13.5% | -4.3% | +17.8% | +17.8% |
| 6M | +14.3% | +1.4% | +12.9% | +12.3% |
| YTD | +5.4% | +10.1% | -4.7% | -4.2% |
| 1Y | +12.2% | +12.9% | -0.7% | -0.4% |
| 3Y | +37.2% | +65.8% | -28.6% | -15.1% |
| 5Y | -23.1% | +47.7% | -70.8% | -47.1% |
| 10Y | +32.2% | +146.8% | -114.6% | -41.3% |
| All | +170.6% | +203.9% | -33.3% | -2.5% |
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