+144.6%
IEFA vs DE
+863.9%
-719.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | -1.5% | +9.0% | -10.5% | -4.3% |
| 3M | +3.4% | +19.1% | -15.7% | -2.5% |
| 6M | +9.5% | +14.4% | -4.9% | +4.2% |
| YTD | +13.0% | +45.9% | -32.9% | -1.1% |
| 1Y | +18.0% | +43.6% | -25.6% | +3.6% |
| 3Y | +65.4% | +75.9% | -10.5% | +33.4% |
| 5Y | +51.6% | +98.8% | -47.2% | +13.7% |
| All | +144.6% | +863.9% | -719.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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