+49.3%
F vs IEFA
+48.7%
+0.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +4.3% |
| 7D | -3.7% | -2.4% | -1.3% | -0.8% |
| 30D | -0.7% | -2.1% | +1.4% | +1.9% |
| 3M | -1.9% | +5.5% | -7.4% | -8.3% |
| 6M | +16.1% | +8.1% | +7.9% | +5.3% |
| YTD | +9.5% | +11.9% | -2.5% | -4.7% |
| 1Y | +27.2% | +18.1% | +9.1% | +3.7% |
| 3Y | +36.3% | +65.5% | -29.2% | -29.5% |
| 5Y | +49.3% | +50.1% | -0.8% | -3.9% |
| All | +49.3% | +48.7% | +0.6% | -3.9% |
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