+144.6%
IEFA vs BAH
+207.9%
-63.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.6% | +4.3% | -5.8% | -2.3% |
| 30D | -1.5% | -2.5% | +1.0% | -1.2% |
| 3M | +3.4% | -0.9% | +4.4% | +3.2% |
| 6M | +9.5% | +1.5% | +8.0% | +8.4% |
| YTD | +13.0% | -8.0% | +21.0% | +13.2% |
| 1Y | +18.0% | -24.7% | +42.7% | +22.4% |
| 3Y | +65.4% | -28.4% | +93.8% | +67.2% |
| 5Y | +51.6% | +2.8% | +48.8% | +37.3% |
| All | +144.6% | +207.9% | -63.4% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling