+140.1%
GOOGL vs IEFA
+50.2%
+89.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.8% |
| 7D | 0.0% | -1.6% | +1.6% | +1.5% |
| 30D | -1.4% | -1.5% | +0.1% | 0.0% |
| 3M | -5.3% | +3.4% | -8.7% | -8.4% |
| 6M | +9.8% | +9.5% | +0.3% | +0.6% |
| YTD | +8.4% | +13.0% | -4.7% | -4.1% |
| 1Y | +41.2% | +18.0% | +23.2% | +20.0% |
| 3Y | +149.6% | +65.4% | +84.2% | +48.6% |
| All | +140.1% | +50.2% | +89.9% | +58.4% |
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