+142.2%
IEFA vs ES
+83.3%
+58.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -1.5% |
| 30D | -2.1% | -3.0% | +0.9% | -1.4% |
| 3M | +5.5% | -0.3% | +5.8% | +5.4% |
| 6M | +8.1% | -5.2% | +13.3% | +9.3% |
| YTD | +11.9% | +4.8% | +7.1% | +10.1% |
| 1Y | +18.1% | +12.7% | +5.4% | +13.3% |
| 3Y | +65.5% | +27.5% | +37.9% | +51.0% |
| 5Y | +50.1% | -4.7% | +54.7% | +47.8% |
| All | +142.2% | +83.3% | +58.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling