+215.7%
IEFA vs DRI
+584.3%
-368.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | +6.2% | +9.5% | -3.3% | +3.6% |
| 6M | +11.2% | +6.5% | +4.7% | +9.0% |
| YTD | +14.2% | +18.4% | -4.2% | +8.8% |
| 1Y | +20.0% | +4.2% | +15.8% | +17.7% |
| 3Y | +68.8% | +57.1% | +11.7% | +47.5% |
| 5Y | +52.7% | +70.4% | -17.8% | +29.1% |
| 10Y | +144.2% | +354.0% | -209.8% | +50.4% |
| All | +215.7% | +584.3% | -368.6% | +71.0% |
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