+55.1%
IEFA vs BTSG
+389.4%
-334.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | -1.5% | -1.6% | +0.1% | -1.4% |
| 3M | +3.4% | -6.9% | +10.3% | +3.8% |
| 6M | +9.5% | +42.1% | -32.6% | +3.8% |
| YTD | +13.0% | +56.8% | -43.8% | +5.8% |
| 1Y | +18.0% | +109.8% | -91.8% | +6.4% |
| All | +55.1% | +389.4% | -334.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling