+212.3%
IEFA vs BTI
+147.9%
+64.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.5% | -2.4% | +2.0% | +0.4% |
| 30D | -1.1% | -4.8% | +3.7% | +0.6% |
| 3M | +5.1% | -8.1% | +13.2% | +7.8% |
| 6M | +9.3% | -4.2% | +13.5% | +10.0% |
| YTD | +13.0% | -1.3% | +14.2% | +12.1% |
| 1Y | +19.2% | +2.1% | +17.0% | +16.5% |
| 3Y | +67.0% | +108.9% | -41.9% | +20.9% |
| 5Y | +51.1% | +114.5% | -63.4% | +7.1% |
| 10Y | +146.5% | +72.2% | +74.2% | +81.6% |
| All | +212.3% | +147.9% | +64.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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