+48.0%
IEFA vs ESI
+36.5%
+11.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | +2.2% | +5.5% | -3.3% | +0.6% |
| 30D | +1.1% | -7.8% | +8.8% | +3.0% |
| 3M | -4.3% | -15.0% | +10.7% | -0.4% |
| 6M | +1.4% | -24.9% | +26.3% | +8.4% |
| YTD | +10.1% | +33.2% | -23.1% | -3.6% |
| 1Y | +12.9% | +24.9% | -12.0% | +0.8% |
| 3Y | +65.8% | +77.8% | -12.0% | +24.2% |
| All | +48.0% | +36.5% | +11.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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