+142.2%
IEFA vs BIL
+25.2%
+116.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -2.1% | +0.3% | -2.4% | -2.0% |
| 3M | +5.5% | +0.9% | +4.6% | +6.1% |
| 6M | +8.1% | +1.8% | +6.3% | +8.9% |
| YTD | +11.9% | +2.5% | +9.5% | +12.7% |
| 1Y | +18.1% | +3.7% | +14.4% | +19.0% |
| 3Y | +65.5% | +14.1% | +51.4% | +62.0% |
| 5Y | +50.1% | +19.4% | +30.6% | +44.5% |
| All | +142.2% | +25.2% | +116.9% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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