+50.4%
IEFA vs EOG
+169.9%
-119.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | -1.5% | +2.9% | -4.4% | -1.9% |
| 3M | +3.4% | +8.7% | -5.3% | +2.1% |
| 6M | +9.5% | +12.9% | -3.4% | +7.0% |
| YTD | +13.0% | +43.8% | -30.8% | +5.9% |
| 1Y | +18.0% | +27.1% | -9.1% | +12.8% |
| 3Y | +65.4% | +25.9% | +39.5% | +56.4% |
| All | +50.4% | +169.9% | -119.5% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling