+206.0%
IEFA vs CL
+153.4%
+52.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | +1.3% | +9.5% | -8.2% | -2.0% |
| 3M | -3.2% | +6.8% | -9.9% | -5.6% |
| 6M | +2.0% | +14.3% | -12.3% | -3.3% |
| YTD | +10.7% | +27.0% | -16.3% | +0.6% |
| 1Y | +13.0% | +26.3% | -13.3% | +2.7% |
| 3Y | +67.1% | +39.3% | +27.9% | +43.4% |
| 5Y | +49.4% | +41.5% | +7.9% | +25.8% |
| 10Y | +148.2% | +84.1% | +64.1% | +80.2% |
| All | +206.0% | +153.4% | +52.6% | +88.6% |
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 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