+111.9%
EFA vs IR
+334.2%
-222.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +1.3% | +4.3% | -3.0% | 0.0% |
| 30D | +0.5% | +8.1% | -7.6% | -2.0% |
| 3M | -4.1% | +0.7% | -4.8% | -4.6% |
| 6M | +2.4% | +16.6% | -14.2% | -3.0% |
| YTD | +10.0% | +7.8% | +2.2% | +6.1% |
| 1Y | +11.4% | +9.9% | +1.5% | +6.7% |
| 3Y | +65.4% | +25.2% | +40.2% | +48.4% |
| 5Y | +49.6% | +46.8% | +2.8% | +25.2% |
| All | +111.9% | +334.2% | -222.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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