+65.4%
IEFA vs CMS
+32.5%
+32.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.6% | -1.9% | +0.4% | -1.3% |
| 30D | -1.5% | -4.1% | +2.6% | -0.9% |
| 3M | +3.4% | -7.1% | +10.5% | +4.4% |
| 6M | +9.5% | -10.1% | +19.5% | +11.2% |
| YTD | +13.0% | -1.7% | +14.8% | +12.9% |
| 1Y | +18.0% | -3.4% | +21.4% | +18.1% |
| 3Y | +65.4% | +31.6% | +33.8% | +53.5% |
| All | +65.4% | +32.5% | +32.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling