+212.6%
IEFA vs BNY
+822.2%
-609.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -1.3% | -0.2% | -1.0% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +3.4% | +14.9% | -11.5% | -2.5% |
| 6M | +9.5% | +40.0% | -30.5% | -4.9% |
| YTD | +13.0% | +42.0% | -28.9% | -2.6% |
| 1Y | +18.0% | +56.9% | -38.8% | -2.6% |
| 3Y | +65.4% | +289.9% | -224.5% | -7.3% |
| 5Y | +51.6% | +259.2% | -207.6% | -14.0% |
| 10Y | +146.7% | +413.3% | -266.6% | +10.6% |
| All | +212.6% | +822.2% | -609.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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