+54.9%
IEFA vs COMP
-52.0%
+106.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -1.7% |
| 7D | -1.6% | +13.4% | -15.0% | -2.7% |
| 30D | -1.5% | +11.1% | -12.6% | -2.6% |
| 3M | -5.2% | -18.8% | +13.6% | -3.8% |
| 6M | -1.6% | +10.5% | -12.1% | -3.2% |
| YTD | +7.7% | -3.4% | +11.1% | +6.3% |
| 1Y | +12.2% | +19.7% | -7.5% | +8.6% |
| 3Y | +62.1% | +381.6% | -319.5% | +33.8% |
| 5Y | +43.7% | -17.6% | +61.3% | +28.6% |
| All | +54.9% | -52.0% | +106.9% | +40.0% |
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