+217.5%
IEFA vs D
+123.8%
+93.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +1.0% | -2.6% | +3.6% | +1.7% |
| 3M | +4.7% | 0.0% | +4.7% | +4.6% |
| 6M | +8.6% | +7.4% | +1.2% | +6.1% |
| YTD | +14.8% | +15.9% | -1.0% | +9.7% |
| 1Y | +22.6% | +18.1% | +4.5% | +16.3% |
| 3Y | +67.0% | +58.4% | +8.6% | +43.3% |
| 5Y | +52.3% | +5.2% | +47.1% | +46.7% |
| 10Y | +147.3% | +35.9% | +111.5% | +114.3% |
| All | +217.5% | +123.8% | +93.7% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling