+217.5%
IEFA vs CI
+525.5%
-308.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | +1.0% | +4.4% | -3.4% | 0.0% |
| 3M | +4.7% | +0.7% | +4.1% | +4.2% |
| 6M | +8.6% | +0.3% | +8.2% | +7.9% |
| YTD | +14.8% | +3.8% | +11.0% | +13.0% |
| 1Y | +22.6% | -5.5% | +28.1% | +22.5% |
| 3Y | +67.0% | +8.1% | +58.9% | +57.7% |
| 5Y | +52.3% | +42.8% | +9.5% | +31.1% |
| 10Y | +147.3% | +143.9% | +3.5% | +79.2% |
| All | +217.5% | +525.5% | -308.0% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling