+17.0%
IEFA vs DOW
+50.2%
-33.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +2.3% |
| 7D | +1.9% | -4.2% | +6.1% | +1.7% |
| 30D | +1.4% | +14.7% | -13.3% | +2.0% |
| 3M | -1.4% | +9.1% | -10.5% | -1.0% |
| 6M | +6.3% | -17.7% | +24.0% | +6.3% |
| YTD | +11.9% | +44.6% | -32.7% | +5.2% |
| 1Y | +17.0% | +51.9% | -34.9% | +8.9% |
| All | +17.0% | +50.2% | -33.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling