+77.4%
IBM vs IEFA
+65.6%
+11.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.4% | +4.0% |
| 7D | +3.6% | -0.5% | +4.0% | +3.8% |
| 30D | +1.5% | -1.1% | +2.6% | +2.1% |
| 3M | -12.9% | +5.1% | -18.0% | -15.8% |
| 6M | -3.9% | +9.3% | -13.2% | -9.5% |
| YTD | -17.3% | +13.0% | -30.3% | -24.0% |
| 1Y | -5.0% | +19.2% | -24.2% | -15.6% |
| All | +77.4% | +65.6% | +11.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling