+144.6%
IEFA vs BTG
+159.3%
-14.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.6% | -3.8% | +2.2% | -1.2% |
| 30D | -1.5% | +3.6% | -5.1% | -2.0% |
| 3M | +3.4% | +32.0% | -28.6% | 0.0% |
| 6M | +9.5% | +3.4% | +6.1% | +8.1% |
| YTD | +13.0% | +20.8% | -7.7% | +9.5% |
| 1Y | +18.0% | +22.4% | -4.4% | +13.7% |
| 3Y | +65.4% | +91.7% | -26.4% | +50.0% |
| 5Y | +51.6% | +79.0% | -27.4% | +37.2% |
| All | +144.6% | +159.3% | -14.7% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling