+143.8%
IBM vs IEFA
+148.3%
-4.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.2% |
| 7D | +3.6% | -1.6% | +5.1% | +4.8% |
| 30D | +3.1% | -1.5% | +4.6% | +4.3% |
| 3M | -10.8% | +3.4% | -14.3% | -13.6% |
| 6M | -0.8% | +9.5% | -10.3% | -8.3% |
| YTD | -16.2% | +13.0% | -29.2% | -24.6% |
| 1Y | -2.9% | +18.0% | -20.9% | -15.6% |
| 3Y | +79.8% | +65.4% | +14.5% | +18.2% |
| 5Y | +124.9% | +51.6% | +73.3% | +58.0% |
| All | +143.8% | +148.3% | -4.5% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling