+41.7%
ICE vs IEFA
+50.2%
-8.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -2.4% | -1.6% | -0.8% | -1.5% |
| 30D | +4.0% | -1.5% | +5.5% | +4.9% |
| 3M | +13.7% | +3.4% | +10.3% | +11.4% |
| 6M | +0.9% | +9.5% | -8.5% | -4.8% |
| YTD | -2.1% | +13.0% | -15.2% | -9.7% |
| 1Y | -9.5% | +18.0% | -27.5% | -18.8% |
| 3Y | +42.1% | +65.4% | -23.3% | +0.9% |
| All | +41.7% | +50.2% | -8.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling