+65.2%
IEFA vs COMP
-47.7%
+112.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.5% |
| 30D | +1.0% | -13.3% | +14.4% | +2.2% |
| 3M | +4.7% | +41.1% | -36.4% | +1.3% |
| 6M | +8.6% | +17.2% | -8.6% | +6.0% |
| YTD | +14.8% | +5.2% | +9.6% | +12.8% |
| 1Y | +22.6% | +18.9% | +3.7% | +18.7% |
| 3Y | +67.0% | +215.9% | -148.9% | +43.2% |
| 5Y | +52.3% | -31.2% | +83.5% | +37.1% |
| All | +65.2% | -47.7% | +112.9% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling