+63.7%
IEFA vs BP
+38.8%
+24.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.4% | +5.7% | -8.2% | -3.1% |
| 30D | -2.1% | +8.1% | -10.2% | -3.2% |
| 3M | +5.5% | +8.6% | -3.1% | +4.2% |
| 6M | +8.1% | +18.1% | -10.0% | +4.1% |
| YTD | +11.9% | +37.6% | -25.7% | +3.8% |
| 1Y | +18.1% | +39.4% | -21.3% | +8.9% |
| All | +63.7% | +38.8% | +24.9% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling