+144.6%
IEFA vs BBWI
-55.0%
+199.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.2% |
| 7D | -1.6% | -4.8% | +3.3% | -1.0% |
| 30D | -1.5% | +3.5% | -5.0% | -2.2% |
| 3M | +3.4% | -0.3% | +3.7% | +2.9% |
| 6M | +9.5% | -5.4% | +14.9% | +9.1% |
| YTD | +13.0% | -4.7% | +17.8% | +12.1% |
| 1Y | +18.0% | -30.5% | +48.5% | +21.2% |
| 3Y | +65.4% | -44.3% | +109.7% | +70.1% |
| 5Y | +51.6% | -66.9% | +118.4% | +62.7% |
| All | +144.6% | -55.0% | +199.5% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling