+45.8%
EFA vs IP
-12.0%
+57.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.4% | -5.1% | +3.6% | -0.4% |
| 30D | -1.2% | +8.5% | -9.7% | -2.9% |
| 3M | -5.1% | -13.8% | +8.7% | -2.3% |
| 6M | -1.2% | +5.7% | -7.0% | -3.3% |
| YTD | +7.8% | -9.1% | +16.9% | +8.3% |
| 1Y | +12.2% | -0.8% | +13.0% | +10.3% |
| 3Y | +61.5% | +14.8% | +46.7% | +44.8% |
| All | +45.8% | -12.0% | +57.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling