+107.0%
IEFA vs CTVA
+211.9%
-104.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | -0.5% | -5.8% | +5.3% | +1.2% |
| 30D | -1.1% | +11.1% | -12.2% | -4.1% |
| 3M | +5.1% | +13.2% | -8.2% | +0.8% |
| 6M | +9.3% | +8.7% | +0.6% | +5.9% |
| YTD | +13.0% | +27.3% | -14.3% | +4.4% |
| 1Y | +19.2% | +18.0% | +1.2% | +12.1% |
| 3Y | +67.0% | +76.5% | -9.5% | +36.7% |
| 5Y | +51.1% | +105.1% | -54.0% | +16.1% |
| All | +107.0% | +211.9% | -104.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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