+65.4%
IEFA vs EMR
+62.0%
+3.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -1.5% | -6.8% | +5.3% | +0.5% |
| 3M | +3.4% | +7.5% | -4.1% | +0.9% |
| 6M | +9.5% | +9.9% | -0.4% | +5.8% |
| YTD | +13.0% | +16.0% | -2.9% | +7.2% |
| 1Y | +18.0% | +12.4% | +5.6% | +12.6% |
| 3Y | +65.4% | +60.2% | +5.1% | +41.1% |
| All | +65.4% | +62.0% | +3.3% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling