+212.3%
IEFA vs BHP
+228.0%
-15.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | -1.1% | +4.0% | -5.1% | -2.6% |
| 3M | +5.1% | +11.3% | -6.2% | +0.8% |
| 6M | +9.3% | +29.3% | -20.0% | -0.9% |
| YTD | +13.0% | +59.2% | -46.3% | -5.2% |
| 1Y | +19.2% | +80.8% | -61.7% | -4.7% |
| 3Y | +67.0% | +88.0% | -21.0% | +29.7% |
| 5Y | +51.1% | +126.6% | -75.5% | +6.7% |
| 10Y | +146.5% | +515.7% | -369.2% | +19.7% |
| All | +212.3% | +228.0% | -15.7% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling