+144.6%
IEFA vs CAG
-36.2%
+180.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.6% | -5.7% | +4.1% | -0.8% |
| 30D | -1.5% | -2.4% | +0.9% | -1.2% |
| 3M | +3.4% | +9.8% | -6.4% | +1.9% |
| 6M | +9.5% | -10.8% | +20.3% | +10.9% |
| YTD | +13.0% | -10.8% | +23.9% | +14.2% |
| 1Y | +18.0% | -19.0% | +37.0% | +20.8% |
| 3Y | +65.4% | -39.7% | +105.0% | +75.2% |
| 5Y | +51.6% | -43.0% | +94.5% | +61.3% |
| All | +144.6% | -36.2% | +180.8% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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