+144.6%
IEFA vs A
+256.4%
-111.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.7% |
| 30D | -1.5% | -0.9% | -0.6% | -1.3% |
| 3M | +3.4% | +13.6% | -10.2% | -1.5% |
| 6M | +9.5% | +27.8% | -18.4% | -0.8% |
| YTD | +13.0% | +8.6% | +4.4% | +8.4% |
| 1Y | +18.0% | +16.9% | +1.1% | +9.7% |
| 3Y | +65.4% | +32.9% | +32.4% | +41.6% |
| 5Y | +51.6% | -14.1% | +65.7% | +51.6% |
| All | +144.6% | +256.4% | -111.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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