+205.2%
IEFA vs CF
+320.8%
-115.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +1.1% | +4.8% | -3.6% | +0.3% |
| 30D | +0.7% | +9.7% | -9.0% | -0.9% |
| 3M | -3.4% | +1.2% | -4.6% | -3.9% |
| 6M | +1.5% | +7.4% | -5.9% | -0.5% |
| YTD | +10.4% | +60.5% | -50.1% | -0.7% |
| 1Y | +13.4% | +50.7% | -37.4% | +3.1% |
| 3Y | +66.7% | +64.8% | +1.9% | +46.5% |
| 5Y | +49.5% | +115.8% | -66.3% | +19.7% |
| 10Y | +145.8% | +481.0% | -335.3% | +52.4% |
| All | +205.2% | +320.8% | -115.6% | +95.3% |
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