+79.6%
HYG vs IEFA
+212.1%
-132.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | -0.7% | -1.5% | +0.8% | -0.2% |
| 3M | -0.2% | +3.4% | -3.6% | -1.4% |
| 6M | +1.4% | +9.5% | -8.1% | -1.9% |
| YTD | +1.5% | +13.0% | -11.6% | -3.1% |
| 1Y | +2.9% | +18.0% | -15.1% | -3.2% |
| 3Y | +25.6% | +65.4% | -39.7% | +4.1% |
| 5Y | +18.6% | +51.6% | -33.0% | +0.4% |
| 10Y | +55.7% | +146.7% | -90.9% | +9.2% |
| All | +79.6% | +212.1% | -132.5% | +15.4% |
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 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