+68.8%
IEFA vs CP
+20.4%
+48.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.2% | +2.4% | -1.3% | +0.4% |
| 30D | -0.6% | -0.5% | 0.0% | -0.5% |
| 3M | +6.2% | +1.4% | +4.8% | +5.4% |
| 6M | +11.2% | +10.3% | +0.9% | +7.0% |
| YTD | +14.2% | +24.3% | -10.1% | +5.2% |
| 1Y | +20.0% | +20.4% | -0.4% | +11.7% |
| 3Y | +68.8% | +21.8% | +47.0% | +53.6% |
| All | +68.8% | +20.4% | +48.4% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling