+217.5%
IEFA vs BAH
+792.0%
-574.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.6% | -3.2% | +3.8% | +1.2% |
| 30D | +1.0% | +2.0% | -1.0% | +0.6% |
| 3M | +4.7% | -7.6% | +12.3% | +5.8% |
| 6M | +8.6% | -5.7% | +14.3% | +8.8% |
| YTD | +14.8% | -11.7% | +26.6% | +15.8% |
| 1Y | +22.6% | -27.4% | +50.0% | +28.0% |
| 3Y | +67.0% | -32.5% | +99.5% | +71.7% |
| 5Y | +52.3% | -3.3% | +55.6% | +41.6% |
| 10Y | +147.3% | +186.0% | -38.7% | +81.1% |
| All | +217.5% | +792.0% | -574.5% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling