+215.7%
IEFA vs EMR
+363.0%
-147.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +1.2% | +3.1% | -1.9% | -0.1% |
| 30D | -0.6% | -3.5% | +3.0% | +0.7% |
| 3M | +6.2% | +9.8% | -3.6% | +1.8% |
| 6M | +11.2% | +10.8% | +0.4% | +5.9% |
| YTD | +14.2% | +15.9% | -1.8% | +6.1% |
| 1Y | +20.0% | +16.4% | +3.6% | +10.9% |
| 3Y | +68.8% | +62.1% | +6.7% | +31.9% |
| 5Y | +52.7% | +62.9% | -10.3% | +17.1% |
| 10Y | +144.2% | +267.8% | -123.5% | +21.7% |
| All | +215.7% | +363.0% | -147.3% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EMR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling