+18.1%
IEFA vs CAPR
+26.9%
-8.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.9% |
| 7D | -2.4% | -10.6% | +8.1% | -2.4% |
| 30D | -2.1% | +111.2% | -113.3% | -2.2% |
| 3M | +5.5% | -67.2% | +72.8% | +5.7% |
| 6M | +8.1% | -75.1% | +83.3% | +8.3% |
| YTD | +11.9% | -71.2% | +83.2% | +12.1% |
| 1Y | +18.1% | +31.1% | -13.0% | +18.0% |
| All | +18.1% | +26.9% | -8.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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