+13.4%
IEFA vs BRKR
+55.8%
-42.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | +0.1% |
| 7D | +1.1% | +10.2% | -9.0% | +0.1% |
| 30D | +0.7% | +5.8% | -5.1% | -0.1% |
| 3M | -3.4% | +10.6% | -14.0% | -4.6% |
| 6M | +1.5% | +41.2% | -39.7% | -4.7% |
| YTD | +10.4% | +32.5% | -22.2% | +1.8% |
| 1Y | +13.4% | +53.3% | -39.9% | +2.0% |
| All | +13.4% | +55.8% | -42.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling