+64.2%
IEFA vs COMP
-49.4%
+113.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.8% |
| 30D | -0.6% | -14.5% | +14.0% | +0.7% |
| 3M | +6.2% | +41.8% | -35.6% | +2.7% |
| 6M | +11.2% | +23.6% | -12.4% | +8.1% |
| YTD | +14.2% | +1.7% | +12.5% | +12.4% |
| 1Y | +20.0% | +12.6% | +7.5% | +16.8% |
| 3Y | +68.8% | +221.9% | -153.1% | +44.5% |
| 5Y | +52.7% | -28.1% | +80.8% | +37.5% |
| All | +64.2% | -49.4% | +113.6% | +48.1% |
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