+209.4%
IEFA vs BNS
+231.0%
-21.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -2.4% | -2.2% | -0.2% | -1.2% |
| 30D | -2.1% | +4.5% | -6.6% | -4.7% |
| 3M | +5.5% | +14.9% | -9.4% | -2.7% |
| 6M | +8.1% | +32.5% | -24.4% | -7.8% |
| YTD | +11.9% | +28.6% | -16.7% | -3.2% |
| 1Y | +18.1% | +48.4% | -30.3% | -5.7% |
| 3Y | +65.5% | +130.8% | -65.3% | +2.2% |
| 5Y | +50.1% | +94.8% | -44.7% | +1.0% |
| 10Y | +144.2% | +184.3% | -40.1% | +29.8% |
| All | +209.4% | +231.0% | -21.6% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling