+47.6%
F vs IEFA
+69.5%
-21.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.3% |
| 7D | +5.3% | +0.6% | +4.7% | +4.7% |
| 30D | +4.6% | +1.0% | +3.5% | +3.6% |
| 3M | -3.7% | +4.7% | -8.4% | -8.1% |
| 6M | +16.8% | +8.6% | +8.2% | +7.6% |
| YTD | +15.3% | +14.8% | +0.5% | +0.5% |
| 1Y | +31.0% | +22.6% | +8.4% | +7.0% |
| All | +47.6% | +69.5% | -21.8% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling