+50.1%
IEFA vs BEN
+36.2%
+13.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -2.1% | +0.9% | -3.0% | -2.4% |
| 3M | +5.5% | +9.2% | -3.6% | +2.4% |
| 6M | +8.1% | +36.8% | -28.7% | -2.6% |
| YTD | +11.9% | +44.4% | -32.5% | -1.2% |
| 1Y | +18.1% | +45.8% | -27.8% | +3.6% |
| 3Y | +65.5% | +52.5% | +12.9% | +39.1% |
| 5Y | +50.1% | +37.7% | +12.4% | +25.5% |
| All | +50.1% | +36.2% | +13.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling