+147.8%
IEFA vs CF
+478.3%
-330.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +1.3% | +5.4% | -4.1% | +0.5% |
| 30D | +0.1% | +6.5% | -6.4% | -1.0% |
| 3M | -4.2% | +4.6% | -8.8% | -5.2% |
| 6M | +1.9% | -3.3% | +5.2% | +1.8% |
| YTD | +9.9% | +63.9% | -54.0% | -1.7% |
| 1Y | +11.5% | +50.4% | -38.9% | +1.3% |
| 3Y | +66.0% | +68.2% | -2.3% | +44.8% |
| 5Y | +47.5% | +113.8% | -66.4% | +16.5% |
| All | +147.8% | +478.3% | -330.5% | +53.1% |
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