+204.4%
IEFA vs ES
+198.9%
+5.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | +1.1% | +7.6% | -6.5% | -0.9% |
| 3M | -4.3% | +0.5% | -4.8% | -4.5% |
| 6M | +1.4% | +7.6% | -6.2% | -0.9% |
| YTD | +10.1% | +10.2% | -0.1% | +6.6% |
| 1Y | +12.9% | +1.8% | +11.1% | +11.4% |
| 3Y | +65.8% | +55.4% | +10.4% | +42.7% |
| 5Y | +47.7% | +7.3% | +40.3% | +40.4% |
| 10Y | +146.8% | +96.4% | +50.4% | +94.1% |
| All | +204.4% | +198.9% | +5.4% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling