+57.7%
GEV vs IEFA
+23.1%
+34.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | +3.3% | +0.6% | +2.7% | +2.4% |
| 30D | -7.5% | +1.0% | -8.5% | -8.8% |
| 3M | -2.2% | +4.7% | -6.9% | -8.0% |
| 6M | +12.1% | +8.6% | +3.5% | +0.9% |
| YTD | +44.4% | +14.8% | +29.6% | +15.0% |
| 1Y | +57.7% | +22.6% | +35.0% | +15.2% |
| All | +57.7% | +23.1% | +34.6% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling