+17.0%
IEFA vs ELF
-3.2%
+20.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | +1.4% | +9.5% | -8.1% | +0.9% |
| 3M | -1.4% | +29.4% | -30.8% | -2.9% |
| 6M | +6.3% | +83.7% | -77.4% | +2.6% |
| YTD | +11.9% | +49.4% | -37.5% | +8.9% |
| 1Y | +17.0% | -3.9% | +20.9% | +15.0% |
| All | +17.0% | -3.2% | +20.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling