+17.0%
IEFA vs BTG
+24.4%
-7.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | +1.3% |
| 7D | +1.9% | -0.2% | +2.1% | +1.8% |
| 30D | +1.4% | -0.8% | +2.2% | +1.3% |
| 3M | -1.4% | +31.8% | -33.2% | -5.9% |
| 6M | +6.3% | +20.4% | -14.1% | +2.4% |
| YTD | +11.9% | +14.7% | -2.8% | +8.2% |
| 1Y | +17.0% | +29.4% | -12.4% | +11.0% |
| All | +17.0% | +24.4% | -7.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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