+142.8%
EFA vs IEF
+3.8%
+139.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.6% |
| 30D | -1.7% | -1.7% | +0.1% | -1.8% |
| 3M | +3.5% | -2.5% | +6.0% | +3.2% |
| 6M | +9.5% | -3.3% | +12.7% | +9.0% |
| YTD | +12.9% | -2.8% | +15.7% | +12.5% |
| 1Y | +18.2% | -2.7% | +20.9% | +17.8% |
| 3Y | +64.8% | +8.9% | +55.9% | +68.2% |
| 5Y | +53.9% | -9.4% | +63.3% | +32.0% |
| All | +142.8% | +3.8% | +139.0% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling