+50.1%
IEFA vs BAX
-67.5%
+117.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -2.4% | -5.4% | +3.0% | -1.5% |
| 30D | -2.1% | -12.4% | +10.3% | 0.0% |
| 3M | +5.5% | +19.1% | -13.6% | +2.1% |
| 6M | +8.1% | +38.6% | -30.5% | +1.6% |
| YTD | +11.9% | +26.7% | -14.8% | +6.1% |
| 1Y | +18.1% | +1.0% | +17.0% | +16.0% |
| 3Y | +65.5% | -33.9% | +99.3% | +72.0% |
| 5Y | +50.1% | -67.0% | +117.1% | +79.5% |
| All | +50.1% | -67.5% | +117.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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