+215.7%
IEFA vs BAX
-4.3%
+219.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.4% |
| 7D | +1.2% | -2.4% | +3.6% | +1.8% |
| 30D | -0.6% | -9.7% | +9.1% | +2.0% |
| 3M | +6.2% | +29.3% | -23.0% | -1.3% |
| 6M | +11.2% | +40.7% | -29.5% | +0.6% |
| YTD | +14.2% | +30.3% | -16.1% | +4.4% |
| 1Y | +20.0% | +3.4% | +16.6% | +16.2% |
| 3Y | +68.8% | -32.0% | +100.8% | +78.6% |
| 5Y | +52.7% | -66.9% | +119.5% | +103.0% |
| 10Y | +144.2% | -37.1% | +181.3% | +142.4% |
| All | +215.7% | -4.3% | +219.9% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling