+217.5%
IEFA vs COO
+193.8%
+23.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.3% |
| 30D | +1.0% | -7.0% | +8.1% | +3.2% |
| 3M | +4.7% | +12.2% | -7.5% | +0.5% |
| 6M | +8.6% | -15.1% | +23.7% | +13.5% |
| YTD | +14.8% | -15.1% | +29.9% | +20.0% |
| 1Y | +22.6% | +2.3% | +20.3% | +20.3% |
| 3Y | +67.0% | -23.7% | +90.7% | +75.0% |
| 5Y | +52.3% | -38.9% | +91.2% | +68.3% |
| 10Y | +147.3% | +49.9% | +97.4% | +106.5% |
| All | +217.5% | +193.8% | +23.7% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling