+51.4%
EFA vs IR
+46.1%
+5.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | +1.6% | +7.6% | -6.0% | -1.1% |
| 3M | -3.2% | +0.1% | -3.3% | -3.5% |
| 6M | +2.5% | +14.0% | -11.5% | -2.8% |
| YTD | +10.7% | +7.5% | +3.2% | +6.2% |
| 1Y | +12.8% | +10.1% | +2.6% | +7.1% |
| 3Y | +66.4% | +24.9% | +41.6% | +43.0% |
| 5Y | +51.4% | +46.9% | +4.5% | +14.0% |
| All | +51.4% | +46.1% | +5.3% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling