+55.0%
IEFA vs BTSG
+416.6%
-361.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.5% | +2.9% | -3.3% | -0.8% |
| 30D | -1.1% | +0.9% | -2.0% | -1.3% |
| 3M | +5.1% | +1.6% | +3.4% | +4.3% |
| 6M | +9.3% | +46.8% | -37.5% | +3.3% |
| YTD | +13.0% | +65.5% | -52.6% | +5.1% |
| 1Y | +19.2% | +136.2% | -117.1% | +5.9% |
| All | +55.0% | +416.6% | -361.6% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling