+16.8%
IEFA vs ADM
+45.8%
-28.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.4% | +3.0% | -5.4% | -2.4% |
| 30D | -2.1% | +8.7% | -10.8% | -2.2% |
| 3M | +5.5% | +7.6% | -2.1% | +5.5% |
| 6M | +8.1% | +26.9% | -18.8% | +7.2% |
| YTD | +11.9% | +54.3% | -42.4% | +10.2% |
| All | +16.8% | +45.8% | -28.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling