+125.1%
EEM vs IEFA
+211.8%
-86.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.6% |
| 7D | +2.0% | -0.5% | +2.4% | +2.4% |
| 30D | +5.1% | -1.1% | +6.2% | +6.3% |
| 3M | +4.6% | +5.1% | -0.5% | -0.3% |
| 6M | +17.8% | +9.3% | +8.5% | +8.4% |
| YTD | +25.8% | +13.0% | +12.9% | +12.2% |
| 1Y | +36.4% | +19.2% | +17.2% | +15.3% |
| 3Y | +90.0% | +67.0% | +23.0% | +14.1% |
| 5Y | +46.6% | +51.1% | -4.5% | -2.9% |
| 10Y | +132.3% | +146.5% | -14.2% | -7.4% |
| All | +125.1% | +211.8% | -86.7% | -28.5% |
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