+1,877.1%
GOOG vs IEFA
+209.0%
+1,668.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.4% |
| 7D | -2.5% | -2.4% | -0.1% | -0.3% |
| 30D | -3.6% | -2.1% | -1.5% | -1.7% |
| 3M | -6.4% | +5.5% | -12.0% | -11.1% |
| 6M | +7.8% | +8.1% | -0.3% | +0.3% |
| YTD | +5.5% | +11.9% | -6.4% | -5.2% |
| 1Y | +38.3% | +18.1% | +20.2% | +18.4% |
| 3Y | +143.1% | +65.5% | +77.6% | +50.9% |
| 5Y | +135.0% | +50.1% | +85.0% | +60.0% |
| 10Y | +778.1% | +144.2% | +633.8% | +302.2% |
| All | +1,877.1% | +209.0% | +1,668.1% | +647.1% |
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