+215.7%
IEFA vs A
+547.4%
-331.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.4% |
| 7D | +1.2% | -2.1% | +3.2% | +1.9% |
| 30D | -0.6% | +0.6% | -1.2% | -0.9% |
| 3M | +6.2% | +10.9% | -4.7% | +1.9% |
| 6M | +11.2% | +28.2% | -17.0% | +0.2% |
| YTD | +14.2% | +8.6% | +5.6% | +9.2% |
| 1Y | +20.0% | +15.5% | +4.5% | +11.7% |
| 3Y | +68.8% | +31.8% | +37.0% | +44.5% |
| 5Y | +52.7% | -14.9% | +67.5% | +52.6% |
| 10Y | +144.2% | +237.8% | -93.6% | +33.2% |
| All | +215.7% | +547.4% | -331.7% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling