+209.4%
IEFA vs BBY
+750.3%
-540.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -2.1% | +5.8% | -7.9% | -3.1% |
| 3M | +5.5% | +18.0% | -12.5% | +2.4% |
| 6M | +8.1% | +39.8% | -31.7% | +1.5% |
| YTD | +11.9% | +35.4% | -23.5% | +5.4% |
| 1Y | +18.1% | +21.4% | -3.3% | +13.0% |
| 3Y | +65.5% | +39.5% | +25.9% | +51.4% |
| 5Y | +50.1% | -0.5% | +50.5% | +42.3% |
| 10Y | +144.2% | +240.0% | -95.8% | +95.4% |
| All | +209.4% | +750.3% | -540.9% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling