+18.0%
IEFA vs ALL
+29.5%
-11.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.1% |
| 7D | -1.6% | -2.3% | +0.7% | -1.8% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +3.4% | +16.0% | -12.6% | +4.8% |
| 6M | +9.5% | +24.6% | -15.1% | +11.3% |
| YTD | +13.0% | +23.7% | -10.6% | +14.9% |
| 1Y | +18.0% | +27.7% | -9.7% | +20.4% |
| All | +18.0% | +29.5% | -11.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling