+50.4%
IEFA vs EAT
+313.1%
-262.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.6% | -7.7% | +6.1% | -0.5% |
| 30D | -1.5% | -13.6% | +12.1% | +0.3% |
| 3M | +3.4% | +33.9% | -30.5% | -0.9% |
| 6M | +9.5% | +47.2% | -37.7% | +3.1% |
| YTD | +13.0% | +48.1% | -35.0% | +6.1% |
| 1Y | +18.0% | +33.7% | -15.7% | +12.0% |
| 3Y | +65.4% | +595.8% | -530.4% | +15.9% |
| All | +50.4% | +313.1% | -262.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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