+51.1%
IEFA vs AR
+148.2%
-97.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -1.1% | +5.5% | -6.6% | -1.6% |
| 3M | +5.1% | +12.9% | -7.8% | +3.7% |
| 6M | +9.3% | +0.1% | +9.2% | +8.9% |
| YTD | +13.0% | +13.5% | -0.6% | +10.7% |
| 1Y | +19.2% | +21.6% | -2.4% | +15.5% |
| 3Y | +67.0% | +46.0% | +21.0% | +55.7% |
| 5Y | +51.1% | +143.7% | -92.6% | +32.9% |
| All | +51.1% | +148.2% | -97.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling