+50.4%
IEFA vs BRKR
-39.7%
+90.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | -8.7% | +7.1% | -0.2% |
| 30D | -1.5% | -9.9% | +8.4% | 0.0% |
| 3M | +3.4% | -3.1% | +6.5% | +2.7% |
| 6M | +9.5% | +45.5% | -36.0% | +0.6% |
| YTD | +13.0% | +13.7% | -0.6% | +7.9% |
| 1Y | +18.0% | +67.4% | -49.4% | +4.5% |
| 3Y | +65.4% | -13.2% | +78.6% | +59.6% |
| All | +50.4% | -39.7% | +90.2% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling