+212.6%
IEFA vs DGX
+429.8%
-217.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -1.5% | -1.2% | -0.3% | -1.2% |
| 3M | +3.4% | +15.8% | -12.4% | -0.9% |
| 6M | +9.5% | +18.2% | -8.7% | +4.1% |
| YTD | +13.0% | +37.2% | -24.2% | +2.7% |
| 1Y | +18.0% | +30.4% | -12.3% | +8.6% |
| 3Y | +65.4% | +96.7% | -31.3% | +32.8% |
| 5Y | +51.6% | +67.2% | -15.6% | +26.2% |
| 10Y | +146.7% | +253.9% | -107.2% | +53.3% |
| All | +212.6% | +429.8% | -217.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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