+144.8%
EFA vs IP
+31.6%
+113.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.2% |
| 7D | +1.2% | -3.0% | +4.2% | +2.1% |
| 30D | +1.5% | +10.6% | -9.1% | -1.4% |
| 3M | -3.3% | -13.6% | +10.3% | +0.4% |
| 6M | +2.6% | +10.4% | -7.9% | -1.4% |
| YTD | +11.0% | -6.5% | +17.5% | +10.7% |
| 1Y | +15.1% | -2.1% | +17.2% | +13.1% |
| 3Y | +67.6% | +22.0% | +45.6% | +45.6% |
| 5Y | +50.5% | -9.7% | +60.2% | +42.8% |
| 10Y | +144.8% | +26.8% | +118.0% | +94.9% |
| All | +144.8% | +31.6% | +113.2% | +94.9% |
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