+144.6%
IEFA vs ALL
+365.1%
-220.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.6% | -2.3% | +0.7% | -0.9% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +3.4% | +16.0% | -12.6% | -1.8% |
| 6M | +9.5% | +24.6% | -15.1% | +1.3% |
| YTD | +13.0% | +23.7% | -10.6% | +4.5% |
| 1Y | +18.0% | +27.7% | -9.7% | +7.6% |
| 3Y | +65.4% | +150.2% | -84.9% | +15.7% |
| 5Y | +51.6% | +117.1% | -65.5% | +8.9% |
| All | +144.6% | +365.1% | -220.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling