+148.2%
IEFA vs CMS
+137.8%
+10.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -1.1% | +0.1% | -0.8% |
| 30D | +1.3% | +6.6% | -5.3% | -0.5% |
| 3M | -3.2% | +0.8% | -4.0% | -3.5% |
| 6M | +2.0% | -3.3% | +5.3% | +2.6% |
| YTD | +10.7% | +2.7% | +8.0% | +9.3% |
| 1Y | +13.0% | -4.0% | +17.0% | +13.7% |
| 3Y | +67.1% | +37.6% | +29.5% | +50.0% |
| 5Y | +49.4% | +35.4% | +13.9% | +33.1% |
| 10Y | +148.2% | +136.0% | +12.1% | +106.8% |
| All | +148.2% | +137.8% | +10.4% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling