+212.3%
IEFA vs BB
+0.9%
+211.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.9% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | -1.1% | -12.2% | +11.1% | 0.0% |
| 3M | +5.1% | -12.3% | +17.4% | +5.7% |
| 6M | +9.3% | +122.7% | -113.4% | -0.2% |
| YTD | +13.0% | +104.5% | -91.5% | +3.9% |
| 1Y | +19.2% | +106.7% | -87.5% | +9.1% |
| 3Y | +67.0% | +70.0% | -3.0% | +51.1% |
| 5Y | +51.1% | -27.8% | +78.9% | +44.3% |
| 10Y | +146.5% | +2.4% | +144.1% | +102.6% |
| All | +212.3% | +0.9% | +211.4% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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