+17.0%
IEFA vs COMP
+23.8%
-6.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | +1.6% |
| 7D | +1.9% | +9.5% | -7.6% | +0.8% |
| 30D | +1.4% | +8.1% | -6.7% | +0.3% |
| 3M | -1.4% | -16.3% | +14.9% | +0.2% |
| 6M | +6.3% | +42.2% | -35.9% | +0.8% |
| YTD | +11.9% | -5.0% | +16.9% | +7.9% |
| 1Y | +17.0% | +20.1% | -3.1% | +9.4% |
| All | +17.0% | +23.8% | -6.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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