+50.1%
IEFA vs ADM
+67.3%
-17.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.4% | +3.0% | -5.4% | -2.9% |
| 30D | -2.1% | +8.7% | -10.8% | -3.4% |
| 3M | +5.5% | +7.6% | -2.1% | +4.2% |
| 6M | +8.1% | +26.9% | -18.8% | +3.6% |
| YTD | +11.9% | +54.3% | -42.4% | +3.5% |
| 1Y | +18.1% | +45.7% | -27.6% | +10.1% |
| 3Y | +65.5% | +21.9% | +43.5% | +57.6% |
| 5Y | +50.1% | +67.2% | -17.1% | +30.3% |
| All | +50.1% | +67.3% | -17.2% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling