+65.4%
IEFA vs BBIO
+154.4%
-89.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | -1.5% | -13.6% | +12.1% | -0.2% |
| 3M | +3.4% | +7.2% | -3.8% | +2.5% |
| 6M | +9.5% | +1.5% | +8.0% | +8.9% |
| YTD | +13.0% | -5.3% | +18.3% | +12.8% |
| 1Y | +18.0% | +37.7% | -19.7% | +13.6% |
| 3Y | +65.4% | +153.9% | -88.5% | +46.3% |
| All | +65.4% | +154.4% | -89.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling