+212.3%
IEFA vs DE
+928.0%
-715.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -0.5% | -3.0% | +2.6% | +0.5% |
| 30D | -1.1% | +11.1% | -12.3% | -4.5% |
| 3M | +5.1% | +17.6% | -12.5% | -0.6% |
| 6M | +9.3% | +13.6% | -4.3% | +4.2% |
| YTD | +13.0% | +46.3% | -33.3% | -1.3% |
| 1Y | +19.2% | +44.2% | -25.0% | +4.3% |
| 3Y | +67.0% | +76.6% | -9.6% | +34.3% |
| 5Y | +51.1% | +98.2% | -47.1% | +13.4% |
| 10Y | +146.5% | +863.5% | -717.0% | +1.6% |
| All | +212.3% | +928.0% | -715.7% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling