+17.0%
IEFA vs BWA
+17.4%
-0.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.0% |
| 7D | +1.9% | -9.9% | +11.8% | +3.8% |
| 30D | +1.4% | -16.4% | +17.8% | +4.8% |
| 3M | -1.4% | -19.8% | +18.4% | +2.5% |
| 6M | +6.3% | -10.0% | +16.3% | +8.0% |
| YTD | +11.9% | +12.7% | -0.9% | +6.8% |
| 1Y | +17.0% | +15.7% | +1.3% | +10.8% |
| All | +17.0% | +17.4% | -0.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling