+65.4%
IEFA vs BR
-5.3%
+70.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +3.4% | +17.3% | -13.9% | +0.2% |
| 6M | +9.5% | -6.7% | +16.2% | +11.6% |
| YTD | +13.0% | -23.4% | +36.5% | +22.1% |
| 1Y | +18.0% | -32.7% | +50.7% | +33.3% |
| 3Y | +65.4% | -5.9% | +71.3% | +62.3% |
| All | +65.4% | -5.3% | +70.7% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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