+65.4%
IEFA vs BBY
+42.8%
+22.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -1.5% | +9.4% | -10.9% | -2.8% |
| 3M | +3.4% | +19.3% | -15.9% | +0.6% |
| 6M | +9.5% | +47.9% | -38.4% | +2.7% |
| YTD | +13.0% | +39.6% | -26.5% | +6.8% |
| 1Y | +18.0% | +22.2% | -4.2% | +13.8% |
| 3Y | +65.4% | +45.0% | +20.4% | +49.0% |
| All | +65.4% | +42.8% | +22.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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