+50.4%
IEFA vs ESI
+67.8%
-17.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -4.6% | +3.1% | -0.2% |
| 30D | -1.5% | -10.5% | +9.0% | +1.6% |
| 3M | +3.4% | -19.8% | +23.2% | +9.3% |
| 6M | +9.5% | +5.8% | +3.7% | +5.2% |
| YTD | +13.0% | +38.3% | -25.3% | -1.0% |
| 1Y | +18.0% | +31.5% | -13.5% | +4.5% |
| 3Y | +65.4% | +80.7% | -15.3% | +25.9% |
| All | +50.4% | +67.8% | -17.4% | +14.7% |
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