+51.1%
IEFA vs ES
-4.5%
+55.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.1% | -1.0% | -0.1% | -0.9% |
| 3M | +5.1% | +1.5% | +3.6% | +4.6% |
| 6M | +9.3% | -3.5% | +12.8% | +9.8% |
| YTD | +13.0% | +7.0% | +6.0% | +10.9% |
| 1Y | +19.2% | +15.3% | +3.8% | +14.5% |
| 3Y | +67.0% | +30.2% | +36.8% | +53.6% |
| 5Y | +51.1% | -4.3% | +55.4% | +50.0% |
| All | +51.1% | -4.5% | +55.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling