+50.1%
IEFA vs BAH
+1.2%
+48.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.7% | -1.3% |
| 7D | -2.4% | +2.4% | -4.9% | -2.6% |
| 30D | -2.1% | -2.9% | +0.8% | -1.9% |
| 3M | +5.5% | -1.3% | +6.9% | +5.6% |
| 6M | +8.1% | -0.9% | +9.0% | +7.9% |
| YTD | +11.9% | -8.2% | +20.2% | +12.1% |
| 1Y | +18.1% | -24.0% | +42.1% | +20.7% |
| 3Y | +65.5% | -28.1% | +93.6% | +65.1% |
| 5Y | +50.1% | +2.5% | +47.5% | +41.5% |
| All | +50.1% | +1.2% | +48.8% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling