+50.4%
IEFA vs EQT
+192.5%
-142.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +3.4% | +5.9% | -2.5% | +2.6% |
| 6M | +9.5% | -14.8% | +24.3% | +11.3% |
| YTD | +13.0% | +1.8% | +11.3% | +12.3% |
| 1Y | +18.0% | +7.4% | +10.7% | +16.2% |
| 3Y | +65.4% | +33.6% | +31.7% | +56.2% |
| All | +50.4% | +192.5% | -142.1% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling