+18.1%
IEFA vs COO
-20.6%
+38.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +1.1% |
| 7D | -2.4% | -23.3% | +20.9% | +1.2% |
| 30D | -2.1% | -29.5% | +27.4% | +2.8% |
| 3M | +5.5% | -20.0% | +25.5% | +8.3% |
| 6M | +8.1% | -27.2% | +35.3% | +14.0% |
| YTD | +11.9% | -33.9% | +45.8% | +20.0% |
| 1Y | +18.1% | -19.9% | +38.0% | +22.0% |
| All | +18.1% | -20.6% | +38.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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