+212.3%
IEFA vs EFV
+207.1%
+5.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.2% |
| 7D | -0.5% | -0.5% | +0.1% | 0.0% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +5.1% | +8.4% | -3.3% | -2.5% |
| 6M | +9.3% | +12.3% | -3.0% | -1.8% |
| YTD | +13.0% | +17.4% | -4.4% | -2.6% |
| 1Y | +19.2% | +27.1% | -8.0% | -4.5% |
| 3Y | +67.0% | +90.7% | -23.7% | -7.9% |
| 5Y | +51.1% | +95.6% | -44.5% | -18.5% |
| 10Y | +146.5% | +165.3% | -18.8% | +0.3% |
| All | +212.3% | +207.1% | +5.2% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling