+215.7%
IEFA vs BEN
+42.8%
+172.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.2% | +4.7% | -3.5% | -0.4% |
| 30D | -0.6% | +2.6% | -3.2% | -1.5% |
| 3M | +6.2% | +11.5% | -5.3% | +2.1% |
| 6M | +11.2% | +35.3% | -24.2% | -0.3% |
| YTD | +14.2% | +48.6% | -34.5% | -1.1% |
| 1Y | +20.0% | +46.7% | -26.7% | +4.2% |
| 3Y | +68.8% | +57.0% | +11.8% | +39.1% |
| 5Y | +52.7% | +41.8% | +10.8% | +26.9% |
| 10Y | +144.2% | +55.2% | +89.0% | +78.4% |
| All | +215.7% | +42.8% | +172.9% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling