+144.6%
IEFA vs BWA
+156.8%
-12.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | -1.5% | -2.9% | +1.4% | -0.8% |
| 3M | +3.4% | -10.7% | +14.1% | +6.5% |
| 6M | +9.5% | +26.5% | -17.0% | +1.4% |
| YTD | +13.0% | +49.1% | -36.1% | -1.4% |
| 1Y | +18.0% | +52.1% | -34.0% | +2.0% |
| 3Y | +65.4% | +72.6% | -7.2% | +34.2% |
| 5Y | +51.6% | +89.4% | -37.8% | +16.4% |
| All | +144.6% | +156.8% | -12.2% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling