+204.4%
IEFA vs DRI
+641.1%
-436.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +1.1% | +9.7% | -8.6% | -1.2% |
| 3M | -4.3% | +3.2% | -7.4% | -5.2% |
| 6M | +1.4% | +20.6% | -19.2% | -3.6% |
| YTD | +10.1% | +28.3% | -18.2% | +2.7% |
| 1Y | +12.9% | +34.5% | -21.6% | +4.0% |
| 3Y | +65.8% | +66.5% | -0.7% | +42.8% |
| 5Y | +47.7% | +79.6% | -32.0% | +23.3% |
| 10Y | +146.8% | +333.8% | -187.0% | +54.2% |
| All | +204.4% | +641.1% | -436.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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