+142.2%
IEFA vs ACWI
+230.9%
-88.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -0.6% |
| 30D | -2.1% | -1.3% | -0.8% | -0.9% |
| 3M | +5.5% | +5.0% | +0.6% | +0.9% |
| 6M | +8.1% | +11.7% | -3.6% | -2.3% |
| YTD | +11.9% | +13.0% | -1.0% | +0.1% |
| 1Y | +18.1% | +19.2% | -1.2% | +0.5% |
| 3Y | +65.5% | +75.0% | -9.6% | -1.5% |
| 5Y | +50.1% | +67.1% | -17.0% | -7.1% |
| All | +142.2% | +230.9% | -88.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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