+146.3%
EFA vs IP
+22.3%
+124.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -1.0% | -2.8% | +1.8% | -0.2% |
| 30D | +1.6% | +9.2% | -7.6% | -1.0% |
| 3M | -3.2% | -16.1% | +13.0% | +1.3% |
| 6M | +2.5% | +9.6% | -7.1% | -1.3% |
| YTD | +10.7% | -8.8% | +19.5% | +11.1% |
| 1Y | +12.8% | -5.5% | +18.3% | +11.9% |
| 3Y | +66.4% | +19.6% | +46.8% | +45.2% |
| 5Y | +51.4% | -13.5% | +64.8% | +45.5% |
| 10Y | +146.3% | +22.4% | +123.9% | +97.9% |
| All | +146.3% | +22.3% | +124.1% | +97.9% |
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