+20.0%
IEFA vs COMP
+11.9%
+8.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | +1.2% | +4.1% | -2.9% | +0.7% |
| 30D | -0.6% | -14.5% | +14.0% | +0.9% |
| 3M | +6.2% | +41.8% | -35.6% | +2.1% |
| 6M | +11.2% | +23.6% | -12.4% | +6.7% |
| YTD | +14.2% | +1.7% | +12.5% | +10.2% |
| 1Y | +20.0% | +12.6% | +7.5% | +14.4% |
| All | +20.0% | +11.9% | +8.2% | +14.4% |
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