+212.3%
IEFA vs EFX
+292.3%
-80.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -0.5% | -9.4% | +8.9% | +2.2% |
| 30D | -1.1% | -6.9% | +5.8% | +0.7% |
| 3M | +5.1% | +0.1% | +4.9% | +4.0% |
| 6M | +9.3% | -17.3% | +26.6% | +13.9% |
| YTD | +13.0% | -21.8% | +34.8% | +18.9% |
| 1Y | +19.2% | -32.5% | +51.7% | +30.8% |
| 3Y | +67.0% | -12.3% | +79.3% | +63.3% |
| 5Y | +51.1% | -36.6% | +87.7% | +60.0% |
| 10Y | +146.5% | +41.0% | +105.5% | +88.4% |
| All | +212.3% | +292.3% | -80.0% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling