+217.5%
IEFA vs CL
+128.2%
+89.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | +1.0% | -4.8% | +5.9% | +2.7% |
| 3M | +4.7% | +4.9% | -0.2% | +2.4% |
| 6M | +8.6% | -5.7% | +14.3% | +10.2% |
| YTD | +14.8% | +14.4% | +0.5% | +8.4% |
| 1Y | +22.6% | +8.7% | +13.9% | +17.6% |
| 3Y | +67.0% | +30.0% | +37.0% | +46.4% |
| 5Y | +52.3% | +28.4% | +23.9% | +32.7% |
| 10Y | +147.3% | +50.1% | +97.3% | +96.7% |
| All | +217.5% | +128.2% | +89.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling