+144.6%
IEFA vs BLDR
+383.3%
-238.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -1.6% | -8.2% | +6.7% | 0.0% |
| 30D | -1.5% | -16.6% | +15.1% | +1.8% |
| 3M | +3.4% | -23.2% | +26.6% | +7.9% |
| 6M | +9.5% | -33.7% | +43.2% | +17.0% |
| YTD | +13.0% | -41.3% | +54.4% | +23.0% |
| 1Y | +18.0% | -58.8% | +76.8% | +37.1% |
| 3Y | +65.4% | -57.5% | +122.8% | +83.6% |
| 5Y | +51.6% | +12.9% | +38.7% | +32.6% |
| All | +144.6% | +383.3% | -238.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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