+106.4%
IEFA vs DOW
-15.4%
+121.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +1.9% |
| 30D | -0.6% | +2.0% | -2.5% | -1.3% |
| 3M | +6.2% | -12.5% | +18.7% | +9.5% |
| 6M | +11.2% | -9.2% | +20.4% | +11.5% |
| YTD | +14.2% | +30.8% | -16.6% | +1.5% |
| 1Y | +20.0% | +29.4% | -9.4% | +6.0% |
| 3Y | +68.8% | -34.6% | +103.3% | +82.3% |
| 5Y | +52.7% | -35.9% | +88.6% | +63.6% |
| All | +106.4% | -15.4% | +121.9% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling