+209.4%
IEFA vs BR
+864.3%
-654.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -6.0% | +3.5% | -0.3% |
| 30D | -2.1% | -0.9% | -1.3% | -1.9% |
| 3M | +5.5% | +16.4% | -10.8% | -1.0% |
| 6M | +8.1% | -8.2% | +16.3% | +10.6% |
| YTD | +11.9% | -23.2% | +35.1% | +22.2% |
| 1Y | +18.1% | -30.9% | +49.0% | +34.4% |
| 3Y | +65.5% | -5.0% | +70.4% | +62.9% |
| 5Y | +50.1% | +8.8% | +41.3% | +36.7% |
| 10Y | +144.2% | +190.1% | -45.8% | +40.1% |
| All | +209.4% | +864.3% | -654.9% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling