+50.4%
IEFA vs CHD
+20.9%
+29.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -4.5% | +2.9% | -1.1% |
| 30D | -1.5% | -6.7% | +5.2% | -0.8% |
| 3M | +3.4% | -2.7% | +6.1% | +3.6% |
| 6M | +9.5% | -4.9% | +14.4% | +9.9% |
| YTD | +13.0% | +13.3% | -0.3% | +11.1% |
| 1Y | +18.0% | +1.0% | +17.0% | +17.6% |
| 3Y | +65.4% | +1.3% | +64.0% | +63.8% |
| All | +50.4% | +20.9% | +29.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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