+144.6%
IEFA vs DD
+66.6%
+78.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -3.5% | +1.9% | -0.3% |
| 30D | -1.5% | -11.7% | +10.2% | +2.8% |
| 3M | +3.4% | -9.2% | +12.6% | +6.7% |
| 6M | +9.5% | -7.2% | +16.7% | +11.8% |
| YTD | +13.0% | +6.6% | +6.4% | +9.7% |
| 1Y | +18.0% | +32.0% | -14.0% | +5.8% |
| 3Y | +65.4% | +42.1% | +23.2% | +40.8% |
| 5Y | +51.6% | +58.1% | -6.5% | +21.8% |
| All | +144.6% | +66.6% | +78.0% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling