+217.5%
IEFA vs CAPR
-79.1%
+296.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | +1.0% | +139.2% | -138.1% | 0.0% |
| 3M | +4.7% | -66.4% | +71.1% | +5.1% |
| 6M | +8.6% | -63.1% | +71.7% | +8.8% |
| YTD | +14.8% | -67.4% | +82.3% | +15.2% |
| 1Y | +22.6% | +58.2% | -35.6% | +18.2% |
| 3Y | +67.0% | +42.2% | +24.8% | +58.6% |
| 5Y | +52.3% | +87.3% | -35.0% | +43.1% |
| 10Y | +147.3% | -75.3% | +222.6% | +124.5% |
| All | +217.5% | -79.1% | +296.6% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling