+203.9%
IEFA vs CP
+493.7%
-289.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | +0.1% | +10.3% | -10.2% | -3.5% |
| 3M | -4.2% | +2.3% | -6.5% | -5.1% |
| 6M | +1.9% | +10.7% | -8.8% | -2.3% |
| YTD | +9.9% | +29.3% | -19.4% | -1.0% |
| 1Y | +11.5% | +31.5% | -19.9% | -0.2% |
| 3Y | +66.0% | +36.7% | +29.3% | +44.1% |
| 5Y | +47.5% | +26.8% | +20.7% | +29.9% |
| 10Y | +146.5% | +260.1% | -113.6% | +48.0% |
| All | +203.9% | +493.7% | -289.7% | +53.9% |
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