+50.4%
IEFA vs DT
-27.6%
+78.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -1.5% | +3.0% | -4.5% | -2.1% |
| 3M | +3.4% | +26.5% | -23.1% | -0.8% |
| 6M | +9.5% | +35.9% | -26.5% | +3.0% |
| YTD | +13.0% | +17.8% | -4.8% | +8.8% |
| 1Y | +18.0% | +4.1% | +14.0% | +16.1% |
| 3Y | +65.4% | +5.3% | +60.1% | +59.6% |
| All | +50.4% | -27.6% | +78.0% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling