+50.4%
IEFA vs BHP
+110.7%
-60.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.6% | -3.6% | +2.1% | -0.4% |
| 30D | -1.5% | -1.2% | -0.3% | -1.3% |
| 3M | +3.4% | +1.2% | +2.2% | +2.5% |
| 6M | +9.5% | +21.4% | -11.9% | +1.6% |
| YTD | +13.0% | +50.4% | -37.4% | -2.8% |
| 1Y | +18.0% | +67.5% | -49.5% | -2.4% |
| 3Y | +65.4% | +72.8% | -7.5% | +32.9% |
| All | +50.4% | +110.7% | -60.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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