+144.2%
IEFA vs CF
+589.1%
-444.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -0.6% | +18.1% | -18.7% | -3.2% |
| 3M | +6.2% | +23.4% | -17.2% | +2.5% |
| 6M | +11.2% | +17.1% | -5.9% | +6.7% |
| YTD | +14.2% | +76.2% | -62.1% | +1.4% |
| 1Y | +20.0% | +62.3% | -42.2% | +8.0% |
| 3Y | +68.8% | +71.8% | -3.0% | +47.6% |
| 5Y | +52.7% | +234.6% | -181.9% | +9.5% |
| 10Y | +144.2% | +574.3% | -430.0% | +51.1% |
| All | +144.2% | +589.1% | -444.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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