+50.4%
IEFA vs DOW
-37.7%
+88.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -1.5% | -3.9% | +2.4% | -0.8% |
| 3M | +3.4% | -12.7% | +16.1% | +5.9% |
| 6M | +9.5% | -13.7% | +23.2% | +10.7% |
| YTD | +13.0% | +28.4% | -15.3% | +1.9% |
| 1Y | +18.0% | +21.8% | -3.7% | +7.3% |
| 3Y | +65.4% | -35.7% | +101.1% | +83.2% |
| All | +50.4% | -37.7% | +88.1% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling