+147.3%
IBM vs EFA
+147.0%
+0.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | +1.6% | +2.2% | -0.7% | -0.2% |
| 30D | +9.2% | +1.4% | +7.8% | +8.0% |
| 3M | +4.9% | -4.2% | +9.1% | +8.3% |
| 6M | +16.8% | +1.9% | +14.8% | +14.3% |
| YTD | -14.3% | +10.2% | -24.5% | -21.6% |
| 1Y | -16.7% | +12.8% | -29.5% | -25.2% |
| 3Y | +82.2% | +65.2% | +17.0% | +19.1% |
| 5Y | +149.9% | +49.8% | +100.1% | +76.1% |
| All | +147.3% | +147.0% | +0.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling