+33.9%
IEFA vs BIYA
-99.8%
+133.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -2.4% | -1.3% | -1.1% | -2.4% |
| 30D | -2.1% | -15.9% | +13.8% | -2.1% |
| 3M | +5.5% | -81.2% | +86.8% | +5.4% |
| 6M | +8.1% | -88.2% | +96.4% | +8.5% |
| YTD | +11.9% | -94.1% | +106.1% | +12.7% |
| 1Y | +18.1% | -98.7% | +116.7% | +21.0% |
| All | +33.9% | -99.8% | +133.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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