+144.6%
IEFA vs EIX
+19.9%
+124.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -1.5% | -19.3% | +17.8% | +2.3% |
| 3M | +3.4% | -21.7% | +25.1% | +7.9% |
| 6M | +9.5% | -19.8% | +29.3% | +13.4% |
| YTD | +13.0% | -3.0% | +16.1% | +11.4% |
| 1Y | +18.0% | +5.1% | +12.9% | +13.6% |
| 3Y | +65.4% | -7.0% | +72.3% | +61.2% |
| 5Y | +51.6% | +22.0% | +29.5% | +35.7% |
| All | +144.6% | +19.9% | +124.7% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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