+605.4%
ICE vs IEFA
+211.8%
+393.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | +4.0% | -1.1% | +5.1% | +4.7% |
| 3M | +11.0% | +5.1% | +5.9% | +7.2% |
| 6M | -5.0% | +9.3% | -14.3% | -11.1% |
| YTD | -2.7% | +13.0% | -15.7% | -11.2% |
| 1Y | -8.6% | +19.2% | -27.8% | -19.7% |
| 3Y | +41.4% | +67.0% | -25.6% | -2.7% |
| 5Y | +39.9% | +51.1% | -11.2% | +2.5% |
| 10Y | +214.9% | +146.5% | +68.4% | +60.4% |
| All | +605.4% | +211.8% | +393.6% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling