+217.5%
IEFA vs BIL
+25.0%
+192.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +4.7% | +0.9% | +3.8% | +4.4% |
| 6M | +8.6% | +1.8% | +6.7% | +7.7% |
| YTD | +14.8% | +2.4% | +12.4% | +13.4% |
| 1Y | +22.6% | +3.7% | +18.9% | +20.0% |
| 3Y | +67.0% | +14.2% | +52.8% | +49.1% |
| 5Y | +52.3% | +19.4% | +32.9% | +28.8% |
| 10Y | +147.3% | +25.2% | +122.1% | +95.1% |
| All | +217.5% | +25.0% | +192.5% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling