+85.9%
EEM vs IEFA
+65.7%
+20.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.2% |
| 7D | -1.3% | -1.6% | +0.3% | +0.4% |
| 30D | +2.1% | -1.5% | +3.6% | +3.7% |
| 3M | +1.0% | +3.4% | -2.4% | -2.1% |
| 6M | +15.9% | +9.5% | +6.4% | +6.7% |
| YTD | +24.6% | +13.0% | +11.6% | +11.7% |
| 1Y | +32.3% | +18.0% | +14.3% | +14.1% |
| 3Y | +85.9% | +65.4% | +20.6% | +17.3% |
| All | +85.9% | +65.7% | +20.2% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling