+142.2%
IEFA vs CL
+55.9%
+86.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | -2.1% | -4.8% | +2.7% | -0.7% |
| 3M | +5.5% | -1.7% | +7.3% | +5.8% |
| 6M | +8.1% | -3.8% | +11.9% | +8.9% |
| YTD | +11.9% | +13.3% | -1.3% | +6.8% |
| 1Y | +18.1% | +8.3% | +9.8% | +14.1% |
| 3Y | +65.5% | +28.8% | +36.6% | +47.9% |
| 5Y | +50.1% | +28.5% | +21.5% | +32.9% |
| All | +142.2% | +55.9% | +86.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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