+52.4%
EFA vs IT
-46.1%
+98.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -2.4% | -12.7% | +10.4% | -0.5% |
| 30D | -2.2% | -8.9% | +6.6% | -1.1% |
| 3M | +5.7% | +10.1% | -4.5% | +3.2% |
| 6M | +8.2% | +7.3% | +0.9% | +5.4% |
| YTD | +11.8% | -32.4% | +44.1% | +19.4% |
| 1Y | +18.3% | -26.6% | +44.9% | +23.2% |
| 3Y | +64.9% | -51.8% | +116.7% | +85.7% |
| 5Y | +52.4% | -45.6% | +98.0% | +57.1% |
| All | +52.4% | -46.1% | +98.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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