+17.0%
IEFA vs DT
-5.1%
+22.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.5% |
| 7D | +1.9% | -25.5% | +27.4% | +1.9% |
| 30D | +1.4% | -22.3% | +23.7% | +1.5% |
| 3M | -1.4% | +2.3% | -3.7% | -1.2% |
| 6M | +6.3% | +20.7% | -14.4% | +6.8% |
| YTD | +11.9% | +7.9% | +3.9% | +12.5% |
| 1Y | +17.0% | -5.7% | +22.7% | +18.8% |
| All | +17.0% | -5.1% | +22.1% | +18.8% |
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