+142.2%
IEFA vs AR
+44.6%
+97.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -2.1% | +3.5% | -5.6% | -2.4% |
| 3M | +5.5% | +9.9% | -4.4% | +4.6% |
| 6M | +8.1% | +4.5% | +3.6% | +7.4% |
| YTD | +11.9% | +13.7% | -1.7% | +10.2% |
| 1Y | +18.1% | +19.2% | -1.2% | +15.5% |
| 3Y | +65.5% | +46.2% | +19.3% | +57.2% |
| 5Y | +50.1% | +145.9% | -95.8% | +34.7% |
| All | +142.2% | +44.6% | +97.6% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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