+135.1%
IEFA vs ESI
+198.2%
-63.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | +2.2% | +5.5% | -3.3% | +1.0% |
| 30D | +1.1% | -7.8% | +8.8% | +2.6% |
| 3M | -4.3% | -15.0% | +10.7% | -1.3% |
| 6M | +1.4% | -24.9% | +26.3% | +6.8% |
| YTD | +10.1% | +33.2% | -23.1% | +0.8% |
| 1Y | +12.9% | +24.9% | -12.0% | +4.8% |
| 3Y | +65.8% | +77.8% | -12.0% | +39.5% |
| 5Y | +47.7% | +37.1% | +10.5% | +29.6% |
| 10Y | +146.8% | +320.5% | -173.7% | +68.1% |
| All | +135.1% | +198.2% | -63.1% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling