+146.1%
IEFA vs CNH
+36.9%
+109.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.5% |
| 7D | +1.3% | +6.4% | -5.1% | -0.8% |
| 30D | +0.1% | -1.6% | +1.8% | +0.3% |
| 3M | -4.2% | +11.6% | -15.8% | -8.4% |
| 6M | +1.9% | +12.5% | -10.6% | -3.7% |
| YTD | +9.9% | +31.1% | -21.1% | -1.6% |
| 1Y | +11.5% | +17.0% | -5.5% | +3.3% |
| 3Y | +66.0% | +28.7% | +37.2% | +43.9% |
| 5Y | +47.5% | -17.4% | +64.9% | +43.6% |
| 10Y | +146.5% | +105.0% | +41.5% | +66.7% |
| All | +146.1% | +36.9% | +109.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling