+217.5%
IEFA vs CF
+358.6%
-141.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.6% |
| 7D | +0.6% | +6.0% | -5.4% | -0.4% |
| 30D | +1.0% | +14.8% | -13.8% | -1.3% |
| 3M | +4.7% | +14.1% | -9.3% | +2.2% |
| 6M | +8.6% | +28.5% | -20.0% | +2.4% |
| YTD | +14.8% | +74.9% | -60.1% | +2.2% |
| 1Y | +22.6% | +61.7% | -39.1% | +10.5% |
| 3Y | +67.0% | +80.3% | -13.3% | +44.8% |
| 5Y | +52.3% | +226.0% | -173.7% | +12.1% |
| 10Y | +147.3% | +569.9% | -422.5% | +49.9% |
| All | +217.5% | +358.6% | -141.1% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling