+50.4%
IEFA vs BIIB
-28.1%
+78.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -1.5% | +4.0% | -5.5% | -2.2% |
| 3M | +3.4% | +8.6% | -5.2% | +1.7% |
| 6M | +9.5% | +14.0% | -4.5% | +6.4% |
| YTD | +13.0% | +23.4% | -10.3% | +8.1% |
| 1Y | +18.0% | +45.9% | -27.9% | +9.2% |
| 3Y | +65.4% | -16.1% | +81.5% | +65.8% |
| All | +50.4% | -28.1% | +78.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling