+68.8%
IEFA vs CAPR
+42.0%
+26.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | +1.2% | -9.5% | +10.6% | +1.2% |
| 30D | -0.6% | +121.5% | -122.1% | -1.0% |
| 3M | +6.2% | -65.4% | +71.6% | +6.4% |
| 6M | +11.2% | -67.5% | +78.7% | +11.4% |
| YTD | +14.2% | -68.6% | +82.8% | +14.4% |
| 1Y | +20.0% | +42.7% | -22.7% | +18.1% |
| 3Y | +68.8% | +43.4% | +25.4% | +59.7% |
| All | +68.8% | +42.0% | +26.8% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling