+12.9%
IEFA vs CAPR
+63.5%
-50.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.1% | +0.1% |
| 7D | +2.2% | +5.9% | -3.7% | +2.2% |
| 30D | +1.1% | +44.6% | -43.5% | +1.0% |
| 3M | -4.3% | +126.4% | -130.6% | -4.4% |
| 6M | +1.4% | -68.6% | +70.0% | +1.5% |
| YTD | +10.1% | -67.0% | +77.1% | +10.2% |
| 1Y | +12.9% | +65.2% | -52.3% | +12.5% |
| All | +12.9% | +63.5% | -50.6% | +12.5% |
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