+48.0%
IEFA vs A
+11.8%
+36.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | -4.3% | +16.7% | -21.0% | -8.5% |
| 6M | +1.4% | +54.8% | -53.5% | -11.3% |
| YTD | +10.1% | +28.8% | -18.7% | +1.5% |
| 1Y | +12.9% | +19.3% | -6.4% | +6.5% |
| 3Y | +65.8% | +65.5% | +0.2% | +36.2% |
| All | +48.0% | +11.8% | +36.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling