+63.7%
IEFA vs DG
+3.3%
+60.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -2.4% | -6.3% | +3.9% | -2.1% |
| 30D | -2.1% | +2.4% | -4.5% | -2.2% |
| 3M | +5.5% | +12.4% | -6.9% | +4.8% |
| 6M | +8.1% | -14.9% | +23.1% | +8.7% |
| YTD | +11.9% | -6.1% | +18.0% | +12.1% |
| 1Y | +18.1% | +17.9% | +0.2% | +17.1% |
| All | +63.7% | +3.3% | +60.4% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling