+190.4%
ETN vs IEFA
+50.2%
+140.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +2.9% |
| 7D | +3.5% | -1.6% | +5.1% | +5.2% |
| 30D | -7.5% | -1.5% | -6.0% | -6.0% |
| 3M | +8.3% | +3.4% | +4.9% | +5.1% |
| 6M | +20.2% | +9.5% | +10.7% | +10.4% |
| YTD | +34.7% | +13.0% | +21.6% | +20.0% |
| 1Y | +19.4% | +18.0% | +1.4% | +2.3% |
| 3Y | +85.5% | +65.4% | +20.1% | +16.1% |
| All | +190.4% | +50.2% | +140.2% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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