+40.6%
ICE vs IEFA
+64.1%
-23.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -5.3% | -2.4% | -2.9% | -4.4% |
| 30D | +3.0% | -2.1% | +5.1% | +3.9% |
| 3M | +11.4% | +5.5% | +5.9% | +8.8% |
| 6M | -2.0% | +8.1% | -10.2% | -5.7% |
| YTD | -3.1% | +11.9% | -15.0% | -8.7% |
| 1Y | -8.4% | +18.1% | -26.5% | -16.2% |
| All | +40.6% | +64.1% | -23.4% | +8.0% |
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