+49.4%
IEFA vs D
+13.0%
+36.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -1.1% | -2.4% | +1.4% | -0.6% |
| 30D | +1.3% | +9.0% | -7.7% | -0.5% |
| 3M | -3.2% | +1.0% | -4.1% | -3.4% |
| 6M | +2.0% | +11.0% | -9.0% | -0.5% |
| YTD | +10.7% | +19.8% | -9.1% | +6.2% |
| 1Y | +13.0% | +16.0% | -3.0% | +9.0% |
| 3Y | +67.1% | +74.4% | -7.2% | +45.9% |
| 5Y | +49.4% | +13.5% | +35.8% | +45.9% |
| All | +49.4% | +13.0% | +36.4% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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