+215.7%
IEFA vs EL
+95.4%
+120.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.7% |
| 30D | -0.6% | +15.5% | -16.1% | -4.5% |
| 3M | +6.2% | +20.6% | -14.3% | +0.7% |
| 6M | +11.2% | +10.5% | +0.7% | +6.8% |
| YTD | +14.2% | -1.9% | +16.0% | +12.1% |
| 1Y | +20.0% | +16.1% | +3.9% | +11.9% |
| 3Y | +68.8% | -30.2% | +99.0% | +71.9% |
| 5Y | +52.7% | -67.4% | +120.0% | +97.0% |
| 10Y | +144.2% | +31.2% | +113.0% | +80.9% |
| All | +215.7% | +95.4% | +120.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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