+22.6%
IEFA vs DT
+4.0%
+18.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | +0.6% | -3.3% | +3.9% | +0.6% |
| 30D | +1.0% | +2.0% | -1.0% | +1.1% |
| 3M | +4.7% | +20.0% | -15.3% | +4.7% |
| 6M | +8.6% | +39.3% | -30.7% | +8.6% |
| YTD | +14.8% | +19.8% | -4.9% | +15.3% |
| 1Y | +22.6% | +4.3% | +18.3% | +24.1% |
| All | +22.6% | +4.0% | +18.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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