+217.5%
IEFA vs BBWI
-12.8%
+230.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | +1.0% | -5.2% | +6.2% | +1.5% |
| 3M | +4.7% | +11.1% | -6.4% | +2.6% |
| 6M | +8.6% | -13.4% | +21.9% | +9.5% |
| YTD | +14.8% | +0.1% | +14.7% | +13.1% |
| 1Y | +22.6% | -36.1% | +58.7% | +27.7% |
| 3Y | +67.0% | -44.1% | +111.1% | +72.1% |
| 5Y | +52.3% | -66.2% | +118.5% | +64.0% |
| 10Y | +147.3% | -54.8% | +202.1% | +132.5% |
| All | +217.5% | -12.8% | +230.3% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling