+65.2%
IEFA vs EMB
+30.5%
+34.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.1% | -0.3% | -0.8% | -0.7% |
| 3M | +5.1% | -0.3% | +5.4% | +5.6% |
| 6M | +9.3% | +0.7% | +8.6% | +8.4% |
| YTD | +13.0% | +1.3% | +11.7% | +11.4% |
| 1Y | +19.2% | +4.7% | +14.5% | +12.9% |
| All | +65.2% | +30.5% | +34.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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