+144.6%
IEFA vs EFX
+42.6%
+102.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.6% | -4.5% | +3.0% | -0.4% |
| 30D | -1.5% | -6.1% | +4.6% | -0.1% |
| 3M | +3.4% | +6.2% | -2.8% | +0.9% |
| 6M | +9.5% | -11.2% | +20.7% | +11.6% |
| YTD | +13.0% | -21.4% | +34.5% | +18.4% |
| 1Y | +18.0% | -34.3% | +52.3% | +29.7% |
| 3Y | +65.4% | -12.5% | +77.9% | +62.4% |
| 5Y | +51.6% | -35.6% | +87.1% | +58.6% |
| All | +144.6% | +42.6% | +102.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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