+63.7%
IEFA vs DT
+8.0%
+55.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -2.4% | -2.5% | +0.1% | -2.2% |
| 30D | -2.1% | +3.5% | -5.7% | -2.5% |
| 3M | +5.5% | +26.7% | -21.2% | +2.5% |
| 6M | +8.1% | +36.1% | -28.0% | +3.6% |
| YTD | +11.9% | +18.6% | -6.7% | +9.5% |
| 1Y | +18.1% | +7.9% | +10.2% | +17.3% |
| All | +63.7% | +8.0% | +55.7% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling