+215.7%
IEFA vs BP
+139.0%
+76.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.4% |
| 7D | +1.2% | +0.9% | +0.2% | +0.8% |
| 30D | -0.6% | +9.1% | -9.7% | -3.5% |
| 3M | +6.2% | +3.9% | +2.3% | +4.3% |
| 6M | +11.2% | +13.6% | -2.5% | +5.2% |
| YTD | +14.2% | +34.0% | -19.9% | +1.8% |
| 1Y | +20.0% | +39.2% | -19.1% | +5.3% |
| 3Y | +68.8% | +36.4% | +32.4% | +46.4% |
| 5Y | +52.7% | +135.8% | -83.1% | +5.8% |
| 10Y | +144.2% | +125.0% | +19.2% | +60.0% |
| All | +215.7% | +139.0% | +76.6% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling