+212.6%
IEFA vs BG
+154.2%
+58.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.4% |
| 7D | -1.6% | +3.1% | -4.7% | -2.3% |
| 30D | -1.5% | +10.2% | -11.7% | -3.8% |
| 3M | +3.4% | -1.7% | +5.1% | +3.4% |
| 6M | +9.5% | +1.0% | +8.5% | +8.4% |
| YTD | +13.0% | +39.9% | -26.9% | +3.5% |
| 1Y | +18.0% | +53.2% | -35.2% | +5.4% |
| 3Y | +65.4% | +16.3% | +49.1% | +55.4% |
| 5Y | +51.6% | +83.9% | -32.3% | +23.7% |
| 10Y | +146.7% | +165.1% | -18.4% | +67.8% |
| All | +212.6% | +154.2% | +58.3% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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