+250.7%
HOOD vs IEFA
+56.5%
+194.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.3% |
| 7D | +17.1% | +0.6% | +16.5% | +16.2% |
| 30D | +31.6% | +1.0% | +30.5% | +30.0% |
| 3M | +38.2% | +4.7% | +33.5% | +27.9% |
| 6M | +48.5% | +8.6% | +40.0% | +29.5% |
| YTD | +8.0% | +14.8% | -6.9% | -14.9% |
| 1Y | +18.7% | +22.6% | -4.0% | -16.1% |
| 3Y | +999.1% | +67.0% | +932.1% | +367.3% |
| 5Y | +181.7% | +52.3% | +129.4% | +49.0% |
| All | +250.7% | +56.5% | +194.2% | +82.7% |
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