+50.4%
IEFA vs ET
+241.8%
-191.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -1.5% | +2.9% | -4.4% | -2.3% |
| 3M | +3.4% | +16.8% | -13.4% | -1.0% |
| 6M | +9.5% | +18.9% | -9.4% | +4.1% |
| YTD | +13.0% | +37.7% | -24.7% | +2.8% |
| 1Y | +18.0% | +32.4% | -14.4% | +8.4% |
| 3Y | +65.4% | +99.5% | -34.1% | +32.1% |
| All | +50.4% | +241.8% | -191.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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