+68.8%
IEFA vs CL
+28.9%
+39.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | -1.4% | +2.5% | +1.3% |
| 30D | -0.6% | -5.2% | +4.6% | 0.0% |
| 3M | +6.2% | +3.3% | +2.9% | +5.5% |
| 6M | +11.2% | -4.4% | +15.5% | +11.4% |
| YTD | +14.2% | +13.9% | +0.3% | +12.0% |
| 1Y | +20.0% | +7.6% | +12.4% | +18.8% |
| 3Y | +68.8% | +29.6% | +39.2% | +65.6% |
| All | +68.8% | +28.9% | +39.9% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling