+144.6%
IEFA vs BUD
-22.3%
+166.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -1.6% | -2.6% | +1.1% | -0.6% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | +3.4% | -4.9% | +8.3% | +5.0% |
| 6M | +9.5% | +9.3% | +0.2% | +5.4% |
| YTD | +13.0% | +24.0% | -10.9% | +3.6% |
| 1Y | +18.0% | +34.5% | -16.5% | +4.7% |
| 3Y | +65.4% | +43.7% | +21.7% | +40.7% |
| 5Y | +51.6% | +46.0% | +5.5% | +26.0% |
| All | +144.6% | -22.3% | +166.8% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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