+17.0%
IEFA vs BBWI
+2.4%
+14.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +2.2% |
| 7D | +1.9% | +8.8% | -6.9% | +1.3% |
| 30D | +1.4% | +34.8% | -33.4% | -0.6% |
| 3M | -1.4% | +12.9% | -14.3% | -2.3% |
| 6M | +6.3% | +29.6% | -23.3% | +4.0% |
| YTD | +11.9% | +20.8% | -8.9% | +9.9% |
| 1Y | +17.0% | +4.1% | +12.9% | +15.5% |
| All | +17.0% | +2.4% | +14.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling