+59.6%
IEFA vs COMP
-49.2%
+108.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.6% | +2.5% |
| 7D | +1.1% | +14.5% | -13.5% | -0.2% |
| 30D | +1.2% | +14.9% | -13.7% | -0.2% |
| 3M | -3.4% | -14.2% | +10.9% | -2.4% |
| 6M | +2.0% | +23.7% | -21.7% | -0.6% |
| YTD | +11.0% | +2.1% | +8.9% | +9.0% |
| 1Y | +15.2% | +26.2% | -11.0% | +11.0% |
| 3Y | +68.4% | +470.9% | -402.5% | +37.0% |
| 5Y | +48.4% | -14.0% | +62.4% | +32.2% |
| All | +59.6% | -49.2% | +108.9% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling