+18.0%
IEFA vs DTE
+1.0%
+17.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | -1.5% | -4.4% | +2.9% | -1.1% |
| 3M | +3.4% | -8.3% | +11.8% | +4.1% |
| 6M | +9.5% | -8.1% | +17.6% | +10.3% |
| YTD | +13.0% | +4.4% | +8.6% | +11.9% |
| 1Y | +18.0% | +0.2% | +17.8% | +18.0% |
| All | +18.0% | +1.0% | +17.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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