+144.1%
EFA vs IP
+24.7%
+119.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +0.9% | +9.4% | -8.4% | -1.7% |
| 3M | -3.4% | -14.1% | +10.7% | +0.4% |
| 6M | +2.0% | +9.2% | -7.2% | -1.7% |
| YTD | +10.4% | -7.5% | +17.9% | +10.4% |
| 1Y | +13.3% | -2.8% | +16.1% | +11.4% |
| 3Y | +65.9% | +21.2% | +44.7% | +44.3% |
| 5Y | +51.5% | -11.5% | +63.0% | +44.6% |
| 10Y | +144.1% | +23.7% | +120.4% | +95.2% |
| All | +144.1% | +24.7% | +119.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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