+209.4%
IEFA vs CMI
+732.0%
-522.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -2.1% | -12.8% | +10.7% | +2.7% |
| 3M | +5.5% | -12.4% | +18.0% | +10.0% |
| 6M | +8.1% | -0.9% | +9.0% | +7.1% |
| YTD | +11.9% | +8.9% | +3.1% | +6.6% |
| 1Y | +18.1% | +37.7% | -19.6% | +2.6% |
| 3Y | +65.5% | +148.9% | -83.4% | +12.3% |
| 5Y | +50.1% | +164.4% | -114.3% | -2.2% |
| 10Y | +144.2% | +506.9% | -362.7% | +11.9% |
| All | +209.4% | +732.0% | -522.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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