+142.2%
IEFA vs CNH
+157.1%
-14.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.1% |
| 7D | -2.4% | -2.5% | 0.0% | -1.8% |
| 30D | -2.1% | +27.0% | -29.1% | -9.4% |
| 3M | +5.5% | +32.6% | -27.1% | -4.1% |
| 6M | +8.1% | +23.6% | -15.5% | -0.3% |
| YTD | +11.9% | +47.8% | -35.9% | -2.8% |
| 1Y | +18.1% | +21.3% | -3.2% | +8.7% |
| 3Y | +65.5% | +7.0% | +58.5% | +53.5% |
| 5Y | +50.1% | +10.2% | +39.9% | +33.7% |
| All | +142.2% | +157.1% | -14.9% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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