+51.1%
IEFA vs CPB
-38.1%
+89.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -0.5% | -8.0% | +7.5% | 0.0% |
| 30D | -1.1% | -2.4% | +1.3% | -1.0% |
| 3M | +5.1% | +0.5% | +4.5% | +4.9% |
| 6M | +9.3% | -10.5% | +19.8% | +10.0% |
| YTD | +13.0% | -17.5% | +30.5% | +14.3% |
| 1Y | +19.2% | -31.0% | +50.2% | +22.5% |
| 3Y | +67.0% | -40.6% | +107.6% | +72.3% |
| 5Y | +51.1% | -37.7% | +88.8% | +52.6% |
| All | +51.1% | -38.1% | +89.2% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling