+17.0%
IEFA vs BNS
+52.0%
-35.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.1% |
| 7D | +1.9% | +2.0% | -0.1% | +0.9% |
| 30D | +1.4% | +7.8% | -6.4% | -2.1% |
| 3M | -1.4% | +11.7% | -13.1% | -6.6% |
| 6M | +6.3% | +28.2% | -21.9% | -7.7% |
| YTD | +11.9% | +34.8% | -22.9% | -6.5% |
| 1Y | +17.0% | +51.1% | -34.1% | -6.1% |
| All | +17.0% | +52.0% | -35.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling