+217.5%
IEFA vs CP
+473.6%
-256.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.6% |
| 30D | +1.0% | +0.2% | +0.9% | +0.9% |
| 3M | +4.7% | +2.6% | +2.1% | +3.4% |
| 6M | +8.6% | +6.0% | +2.6% | +5.8% |
| YTD | +14.8% | +24.9% | -10.1% | +4.8% |
| 1Y | +22.6% | +20.1% | +2.5% | +13.5% |
| 3Y | +67.0% | +16.4% | +50.6% | +54.2% |
| 5Y | +52.3% | +31.7% | +20.5% | +32.1% |
| 10Y | +147.3% | +223.9% | -76.5% | +53.5% |
| All | +217.5% | +473.6% | -256.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling