+18.1%
IEFA vs CI
-4.4%
+22.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.4% |
| 30D | -2.1% | +3.1% | -5.2% | -2.2% |
| 3M | +5.5% | -4.5% | +10.0% | +5.7% |
| 6M | +8.1% | +8.3% | -0.1% | +7.3% |
| YTD | +11.9% | +3.8% | +8.1% | +11.5% |
| 1Y | +18.1% | -5.0% | +23.1% | +18.3% |
| All | +18.1% | -4.4% | +22.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling