+141.9%
F vs IEFA
+205.6%
-63.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.6% |
| 7D | -2.1% | -1.1% | -1.1% | -1.1% |
| 30D | +3.3% | +1.3% | +2.0% | +1.7% |
| 3M | -11.3% | -3.2% | -8.1% | -8.1% |
| 6M | +5.3% | +2.0% | +3.3% | +2.8% |
| YTD | -2.2% | +10.7% | -12.9% | -13.0% |
| 1Y | -3.5% | +13.0% | -16.5% | -16.1% |
| 3Y | +49.5% | +67.1% | -17.6% | -17.3% |
| 5Y | -13.5% | +49.4% | -62.9% | -44.8% |
| 10Y | +69.0% | +148.2% | -79.1% | -34.7% |
| All | +141.9% | +205.6% | -63.7% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling