+212.3%
IEFA vs EAT
+733.7%
-521.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.6% |
| 7D | -0.5% | -6.8% | +6.3% | +0.5% |
| 30D | -1.1% | -5.4% | +4.3% | -0.5% |
| 3M | +5.1% | +42.8% | -37.7% | -0.6% |
| 6M | +9.3% | +56.5% | -47.2% | +1.5% |
| YTD | +13.0% | +50.0% | -37.1% | +5.2% |
| 1Y | +19.2% | +38.3% | -19.1% | +11.8% |
| 3Y | +67.0% | +591.6% | -524.7% | +18.8% |
| 5Y | +51.1% | +312.6% | -261.5% | +12.2% |
| 10Y | +146.5% | +381.4% | -234.9% | +63.6% |
| All | +212.3% | +733.7% | -521.4% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling