+51.4%
IEFA vs BIL
+19.4%
+32.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | -1.1% | +0.3% | -1.4% | -1.1% |
| 3M | +5.1% | +0.9% | +4.2% | +5.2% |
| 6M | +9.3% | +1.8% | +7.5% | +9.0% |
| YTD | +13.0% | +2.5% | +10.5% | +11.8% |
| 1Y | +19.2% | +3.7% | +15.5% | +16.5% |
| 3Y | +67.0% | +14.1% | +52.9% | +28.9% |
| All | +51.4% | +19.4% | +32.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling