+63.7%
IEFA vs EIX
-5.9%
+69.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -2.1% | -18.8% | +16.7% | +0.1% |
| 3M | +5.5% | -19.7% | +25.2% | +7.9% |
| 6M | +8.1% | -18.2% | +26.4% | +10.0% |
| YTD | +11.9% | -1.7% | +13.7% | +9.9% |
| 1Y | +18.1% | +7.8% | +10.3% | +13.8% |
| All | +63.7% | -5.9% | +69.6% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling