+65.4%
IEFA vs CG
+42.2%
+23.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -1.6% | -9.9% | +8.3% | +0.5% |
| 30D | -1.5% | -11.7% | +10.2% | +0.9% |
| 3M | +3.4% | -4.3% | +7.7% | +4.0% |
| 6M | +9.5% | -8.8% | +18.2% | +11.0% |
| YTD | +13.0% | -26.9% | +39.9% | +19.4% |
| 1Y | +18.0% | -35.4% | +53.4% | +27.5% |
| 3Y | +65.4% | +43.0% | +22.3% | +41.5% |
| All | +65.4% | +42.2% | +23.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling