+12.8%
IEFA vs EQT
-8.0%
+20.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -3.0% |
| 7D | -1.7% | -6.9% | +5.2% | -1.8% |
| 30D | -1.8% | -3.2% | +1.5% | -1.8% |
| 3M | -4.5% | -0.9% | -3.6% | -4.5% |
| 6M | +1.8% | -13.0% | +14.8% | +1.9% |
| YTD | +8.5% | -4.4% | +13.0% | +7.9% |
| 1Y | +12.8% | -8.5% | +21.3% | +12.4% |
| All | +12.8% | -8.0% | +20.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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