+48.0%
IEFA vs ALB
-64.0%
+112.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +2.2% | -5.8% | +8.0% | +3.1% |
| 30D | +1.1% | -4.5% | +5.6% | +1.6% |
| 3M | -4.3% | -28.1% | +23.8% | 0.0% |
| 6M | +1.4% | -53.2% | +54.6% | +12.3% |
| YTD | +10.1% | -33.3% | +43.4% | +14.5% |
| 1Y | +12.9% | -17.4% | +30.3% | +13.4% |
| 3Y | +65.8% | -14.1% | +79.9% | +55.8% |
| All | +48.0% | -64.0% | +112.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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