+51.1%
IEFA vs ALL
+115.1%
-64.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | -2.2% | +1.8% | -0.1% |
| 30D | -1.1% | -5.6% | +4.5% | -0.2% |
| 3M | +5.1% | +17.2% | -12.2% | +1.9% |
| 6M | +9.3% | +23.2% | -13.9% | +4.8% |
| YTD | +13.0% | +23.6% | -10.6% | +8.0% |
| 1Y | +19.2% | +29.2% | -10.0% | +12.7% |
| 3Y | +67.0% | +153.8% | -86.8% | +34.4% |
| 5Y | +51.1% | +116.1% | -65.0% | +27.3% |
| All | +51.1% | +115.1% | -64.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling