+65.4%
IEFA vs BTDR
+4.4%
+61.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.8% |
| 7D | -1.6% | -3.4% | +1.8% | -1.4% |
| 30D | -1.5% | +32.6% | -34.1% | -2.8% |
| 3M | +3.4% | -32.2% | +35.7% | +4.4% |
| 6M | +9.5% | +52.4% | -42.9% | +6.6% |
| YTD | +13.0% | +6.7% | +6.4% | +11.2% |
| 1Y | +18.0% | -15.2% | +33.2% | +16.1% |
| 3Y | +65.4% | +14.9% | +50.5% | +52.5% |
| All | +65.4% | +4.4% | +61.0% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling