+144.6%
IEFA vs EFV
+169.9%
-25.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -0.8% |
| 30D | -1.5% | +0.6% | -2.1% | -2.1% |
| 3M | +3.4% | +7.5% | -4.1% | -3.4% |
| 6M | +9.5% | +13.0% | -3.5% | -2.3% |
| YTD | +13.0% | +18.3% | -5.3% | -3.4% |
| 1Y | +18.0% | +26.7% | -8.7% | -5.4% |
| 3Y | +65.4% | +89.6% | -24.2% | -8.8% |
| 5Y | +51.6% | +98.2% | -46.7% | -19.8% |
| All | +144.6% | +169.9% | -25.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling