+60.9%
IEFA vs CART
+39.2%
+21.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +0.1% | +17.8% | -17.7% | -1.1% |
| 3M | -4.2% | +20.7% | -24.9% | -5.6% |
| 6M | +1.9% | +49.7% | -47.8% | -1.3% |
| YTD | +9.9% | +30.0% | -20.1% | +7.3% |
| 1Y | +11.5% | +48.4% | -36.9% | +7.5% |
| 3Y | +66.0% | +132.0% | -66.0% | +52.0% |
| All | +60.9% | +39.2% | +21.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling