+395.7%
EFA vs IBN
+4,414.9%
-4,019.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | +0.9% | -0.3% | +1.2% | +0.9% |
| 3M | +4.9% | +17.1% | -12.2% | +0.6% |
| 6M | +8.6% | +3.4% | +5.2% | +7.5% |
| YTD | +14.6% | +2.5% | +12.1% | +13.6% |
| 1Y | +22.6% | -4.2% | +26.8% | +23.5% |
| 3Y | +66.5% | +32.4% | +34.1% | +53.2% |
| 5Y | +54.5% | +59.2% | -4.6% | +34.6% |
| 10Y | +144.8% | +345.7% | -200.9% | +54.6% |
| All | +395.7% | +4,414.9% | -4,019.2% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling