+65.2%
IEFA vs ADM
+20.9%
+44.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -0.5% | +1.4% | -1.8% | -0.6% |
| 30D | -1.1% | +8.2% | -9.3% | -1.9% |
| 3M | +5.1% | +8.7% | -3.6% | +4.1% |
| 6M | +9.3% | +29.1% | -19.8% | +6.1% |
| YTD | +13.0% | +53.7% | -40.7% | +7.3% |
| 1Y | +19.2% | +43.2% | -24.1% | +14.1% |
| All | +65.2% | +20.9% | +44.3% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling