+209.4%
IEFA vs BDX
+284.1%
-74.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -2.4% | -5.4% | +3.0% | -0.8% |
| 30D | -2.1% | -2.2% | +0.1% | -1.5% |
| 3M | +5.5% | +20.1% | -14.5% | -0.7% |
| 6M | +8.1% | +9.1% | -0.9% | +4.7% |
| YTD | +11.9% | +17.9% | -6.0% | +5.4% |
| 1Y | +18.1% | +22.1% | -4.0% | +9.8% |
| 3Y | +65.5% | -10.5% | +76.0% | +67.6% |
| 5Y | +50.1% | -2.6% | +52.7% | +45.6% |
| 10Y | +144.2% | +57.5% | +86.7% | +84.1% |
| All | +209.4% | +284.1% | -74.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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