+217.5%
IEFA vs EIX
+105.2%
+112.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.6% | -19.1% | +19.7% | +4.7% |
| 30D | +1.0% | -16.9% | +17.9% | +4.3% |
| 3M | +4.7% | -20.0% | +24.7% | +8.8% |
| 6M | +8.6% | -21.3% | +29.9% | +13.2% |
| YTD | +14.8% | -1.7% | +16.5% | +12.9% |
| 1Y | +22.6% | +9.6% | +13.1% | +16.9% |
| 3Y | +67.0% | -3.7% | +70.7% | +61.5% |
| 5Y | +52.3% | +22.6% | +29.7% | +36.4% |
| 10Y | +147.3% | +17.7% | +129.7% | +113.6% |
| All | +217.5% | +105.2% | +112.3% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling