+144.6%
IEFA vs BIIB
-26.2%
+170.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -1.5% | +4.0% | -5.5% | -2.0% |
| 3M | +3.4% | +8.6% | -5.2% | +2.1% |
| 6M | +9.5% | +14.0% | -4.5% | +7.2% |
| YTD | +13.0% | +23.4% | -10.3% | +9.5% |
| 1Y | +18.0% | +45.9% | -27.9% | +11.7% |
| 3Y | +65.4% | -16.1% | +81.5% | +65.9% |
| 5Y | +51.6% | -27.6% | +79.1% | +52.4% |
| All | +144.6% | -26.2% | +170.8% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling