+144.6%
IEFA vs BP
+137.7%
+6.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | +5.2% | -6.8% | -3.1% |
| 30D | -1.5% | +8.7% | -10.2% | -4.0% |
| 3M | +3.4% | +9.3% | -5.9% | +0.2% |
| 6M | +9.5% | +13.6% | -4.1% | +4.1% |
| YTD | +13.0% | +37.7% | -24.6% | +0.7% |
| 1Y | +18.0% | +40.6% | -22.6% | +4.1% |
| 3Y | +65.4% | +40.3% | +25.0% | +43.5% |
| 5Y | +51.6% | +141.4% | -89.9% | +6.5% |
| All | +144.6% | +137.7% | +6.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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