+69.8%
IEFA vs ACWI
+78.5%
-8.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.1% |
| 30D | +1.0% | +0.9% | +0.2% | +0.2% |
| 3M | +4.7% | +2.4% | +2.3% | +2.4% |
| 6M | +8.6% | +12.4% | -3.8% | -2.5% |
| YTD | +14.8% | +15.2% | -0.3% | +1.0% |
| 1Y | +22.6% | +22.7% | -0.1% | +1.9% |
| All | +69.8% | +78.5% | -8.7% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling