+17.0%
IEFA vs BAH
+6.2%
+10.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.5% |
| 7D | +1.9% | +5.8% | -3.9% | +1.9% |
| 30D | +1.4% | +28.7% | -27.3% | +1.6% |
| 3M | -1.4% | +20.9% | -22.3% | -1.2% |
| 6M | +6.3% | +15.2% | -8.8% | +6.6% |
| YTD | +11.9% | +7.1% | +4.8% | +11.3% |
| 1Y | +17.0% | +6.4% | +10.6% | +16.6% |
| All | +17.0% | +6.2% | +10.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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