+215.7%
IEFA vs BLDR
+1,122.3%
-906.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -0.6% | -16.2% | +15.6% | +2.0% |
| 3M | +6.2% | -14.4% | +20.6% | +8.1% |
| 6M | +11.2% | -32.8% | +44.0% | +17.1% |
| YTD | +14.2% | -39.2% | +53.3% | +21.7% |
| 1Y | +20.0% | -57.7% | +77.7% | +34.9% |
| 3Y | +68.8% | -55.3% | +124.0% | +82.9% |
| 5Y | +52.7% | +15.6% | +37.0% | +39.4% |
| 10Y | +144.2% | +359.8% | -215.6% | +74.7% |
| All | +215.7% | +1,122.3% | -906.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling