+18.2%
EFA vs IBN
-5.9%
+24.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.4% |
| 7D | -1.5% | -3.0% | +1.5% | -0.6% |
| 30D | -1.7% | -1.5% | -0.2% | -1.2% |
| 3M | +3.5% | +7.9% | -4.4% | +0.8% |
| 6M | +9.5% | +8.6% | +0.8% | +5.7% |
| YTD | +12.9% | -0.6% | +13.4% | +10.6% |
| 1Y | +18.2% | -7.3% | +25.5% | +15.3% |
| All | +18.2% | -5.9% | +24.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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