+65.2%
IEFA vs CPB
-40.6%
+105.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -0.5% | -8.0% | +7.5% | -0.2% |
| 30D | -1.1% | -2.4% | +1.3% | -1.1% |
| 3M | +5.1% | +0.5% | +4.5% | +4.9% |
| 6M | +9.3% | -10.5% | +19.8% | +9.9% |
| YTD | +13.0% | -17.5% | +30.5% | +14.1% |
| 1Y | +19.2% | -31.0% | +50.2% | +22.1% |
| All | +65.2% | -40.6% | +105.9% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling