+210.0%
IEFA vs BRKR
+360.8%
-150.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -2.4% | -10.0% | +7.6% | -0.2% |
| 30D | -2.5% | -8.7% | +6.3% | -0.8% |
| 3M | +2.4% | -2.8% | +5.2% | +1.4% |
| 6M | +11.7% | +56.4% | -44.7% | -1.4% |
| YTD | +12.1% | +12.0% | +0.1% | +5.9% |
| 1Y | +17.6% | +71.2% | -53.7% | 0.0% |
| 3Y | +63.1% | -21.1% | +84.2% | +59.7% |
| 5Y | +49.8% | -37.6% | +87.5% | +52.1% |
| 10Y | +147.8% | +147.4% | +0.4% | +72.8% |
| All | +210.0% | +360.8% | -150.8% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling