+395.7%
EFA vs IP
+135.6%
+260.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | +0.6% | -5.3% | +5.9% | +2.5% |
| 30D | +0.9% | -10.9% | +11.7% | +4.9% |
| 3M | +4.9% | +11.2% | -6.3% | -0.1% |
| 6M | +8.6% | -10.2% | +18.8% | +10.6% |
| YTD | +14.6% | -2.0% | +16.6% | +12.4% |
| 1Y | +22.6% | -19.1% | +41.7% | +27.8% |
| 3Y | +66.5% | +20.9% | +45.7% | +42.5% |
| 5Y | +54.5% | -17.8% | +72.4% | +50.4% |
| 10Y | +144.8% | +23.5% | +121.3% | +89.4% |
| All | +395.7% | +135.6% | +260.1% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling