+1,869.4%
GOOGL vs IEFA
+211.8%
+1,657.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.3% |
| 7D | -1.9% | -0.5% | -1.4% | -1.4% |
| 30D | -7.5% | -1.1% | -6.4% | -6.5% |
| 3M | -9.2% | +5.1% | -14.2% | -13.3% |
| 6M | +8.1% | +9.3% | -1.2% | -0.5% |
| YTD | +5.8% | +13.0% | -7.1% | -5.7% |
| 1Y | +38.3% | +19.2% | +19.2% | +17.4% |
| 3Y | +144.8% | +67.0% | +77.8% | +50.4% |
| 5Y | +132.5% | +51.1% | +81.4% | +57.1% |
| 10Y | +746.7% | +146.5% | +600.2% | +283.6% |
| All | +1,869.4% | +211.8% | +1,657.5% | +636.2% |
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 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