+144.6%
IEFA vs CG
+314.7%
-170.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -1.6% | -9.9% | +8.3% | +1.3% |
| 30D | -1.5% | -11.7% | +10.2% | +1.8% |
| 3M | +3.4% | -4.3% | +7.7% | +4.2% |
| 6M | +9.5% | -8.8% | +18.2% | +11.5% |
| YTD | +13.0% | -26.9% | +39.9% | +21.8% |
| 1Y | +18.0% | -35.4% | +53.4% | +31.2% |
| 3Y | +65.4% | +43.0% | +22.3% | +38.7% |
| 5Y | +51.6% | +1.9% | +49.7% | +35.7% |
| All | +144.6% | +314.7% | -170.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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