+204.4%
IEFA vs BUD
+34.1%
+170.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | +1.1% | +6.7% | -5.6% | -1.6% |
| 3M | -4.3% | +5.7% | -10.0% | -6.6% |
| 6M | +1.4% | +5.8% | -4.4% | -1.6% |
| YTD | +10.1% | +34.4% | -24.3% | -3.0% |
| 1Y | +12.9% | +33.3% | -20.4% | -0.2% |
| 3Y | +65.8% | +48.8% | +17.0% | +37.7% |
| 5Y | +47.7% | +52.5% | -4.9% | +19.5% |
| 10Y | +146.8% | -4.0% | +150.8% | +122.3% |
| All | +204.4% | +34.1% | +170.3% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling