+212.6%
IEFA vs CAKE
+297.0%
-84.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -1.6% | -4.5% | +3.0% | -0.8% |
| 30D | -1.5% | -12.4% | +10.9% | +0.7% |
| 3M | +3.4% | +37.3% | -33.9% | -2.8% |
| 6M | +9.5% | +70.7% | -61.2% | -1.3% |
| YTD | +13.0% | +106.0% | -92.9% | -1.8% |
| 1Y | +18.0% | +79.7% | -61.6% | +4.8% |
| 3Y | +65.4% | +267.8% | -202.4% | +26.6% |
| 5Y | +51.6% | +159.9% | -108.3% | +19.9% |
| 10Y | +146.7% | +154.3% | -7.7% | +70.5% |
| All | +212.6% | +297.0% | -84.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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