+204.4%
IEFA vs ECL
+419.9%
-215.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | +2.2% | +2.9% | -0.7% | +1.0% |
| 30D | +1.1% | +7.5% | -6.4% | -2.1% |
| 3M | -4.3% | +12.2% | -16.5% | -9.1% |
| 6M | +1.4% | +24.6% | -23.2% | -8.3% |
| YTD | +10.1% | +18.8% | -8.7% | +1.5% |
| 1Y | +12.9% | +19.3% | -6.4% | +3.8% |
| 3Y | +65.8% | +78.2% | -12.4% | +25.6% |
| 5Y | +47.7% | +38.8% | +8.9% | +22.6% |
| 10Y | +146.8% | +197.8% | -51.1% | +35.8% |
| All | +204.4% | +419.9% | -215.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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