+17.0%
IEFA vs CMS
+1.4%
+15.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.4% |
| 7D | +1.9% | +4.1% | -2.2% | +1.7% |
| 30D | +1.4% | +10.9% | -9.5% | +1.0% |
| 3M | -1.4% | -0.2% | -1.2% | -1.5% |
| 6M | +6.3% | -4.7% | +11.0% | +6.7% |
| YTD | +11.9% | +3.9% | +8.0% | +12.0% |
| 1Y | +17.0% | +0.4% | +16.6% | +18.1% |
| All | +17.0% | +1.4% | +15.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling