+17.0%
IEFA vs BTDR
-69.9%
+86.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.6% | +8.1% | +2.9% |
| 7D | +1.9% | -17.6% | +19.4% | +3.1% |
| 30D | +1.4% | -40.3% | +41.7% | +4.8% |
| 3M | -1.4% | -42.6% | +41.2% | +1.7% |
| 6M | +6.3% | -46.3% | +52.6% | +8.7% |
| YTD | +11.9% | -41.7% | +53.6% | +12.5% |
| 1Y | +17.0% | -69.4% | +86.4% | +18.3% |
| All | +17.0% | -69.9% | +86.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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