+52.3%
IEFA vs CF
+227.0%
-174.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.3% |
| 7D | +0.6% | +6.0% | -5.4% | +0.3% |
| 30D | +1.0% | +14.8% | -13.8% | +0.4% |
| 3M | +4.7% | +14.1% | -9.3% | +4.0% |
| 6M | +8.6% | +28.5% | -20.0% | +5.9% |
| YTD | +14.8% | +74.9% | -60.1% | +8.6% |
| 1Y | +22.6% | +61.7% | -39.1% | +16.7% |
| 3Y | +67.0% | +80.3% | -13.3% | +55.4% |
| All | +52.3% | +227.0% | -174.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling