+48.0%
IEFA vs EIX
+18.4%
+29.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | +1.1% | +8.5% | -7.5% | -0.4% |
| 3M | -4.3% | -13.5% | +9.2% | -2.5% |
| 6M | +1.4% | -12.4% | +13.7% | +2.6% |
| YTD | +10.1% | +5.9% | +4.2% | +6.3% |
| 1Y | +12.9% | +7.6% | +5.3% | +8.5% |
| 3Y | +65.8% | +12.8% | +53.0% | +52.6% |
| All | +48.0% | +18.4% | +29.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling