+17.0%
IEFA vs CPB
-18.4%
+35.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +2.6% |
| 7D | +1.9% | +13.0% | -11.1% | +2.1% |
| 30D | +1.4% | +20.5% | -19.1% | +1.9% |
| 3M | -1.4% | +2.2% | -3.6% | -1.4% |
| 6M | +6.3% | +15.4% | -9.1% | +6.5% |
| YTD | +11.9% | -12.3% | +24.2% | +12.4% |
| 1Y | +17.0% | -18.0% | +34.9% | +17.8% |
| All | +17.0% | -18.4% | +35.4% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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