+215.7%
IEFA vs DD
+246.2%
-30.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -0.6% | -7.4% | +6.8% | +2.0% |
| 3M | +6.2% | -6.4% | +12.6% | +8.5% |
| 6M | +11.2% | -2.5% | +13.6% | +11.6% |
| YTD | +14.2% | +10.2% | +3.9% | +9.5% |
| 1Y | +20.0% | +36.9% | -16.9% | +6.2% |
| 3Y | +68.8% | +47.0% | +21.8% | +42.1% |
| 5Y | +52.7% | +63.1% | -10.5% | +21.6% |
| 10Y | +144.2% | +68.2% | +76.1% | +73.7% |
| All | +215.7% | +246.2% | -30.5% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling