+144.6%
IEFA vs ETR
+296.9%
-152.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | -1.5% | -1.8% | +0.3% | -1.0% |
| 3M | +3.4% | -3.6% | +7.0% | +4.4% |
| 6M | +9.5% | +2.6% | +6.9% | +8.1% |
| YTD | +13.0% | +16.0% | -3.0% | +7.3% |
| 1Y | +18.0% | +20.1% | -2.1% | +10.7% |
| 3Y | +65.4% | +143.6% | -78.2% | +21.1% |
| 5Y | +51.6% | +124.4% | -72.8% | +12.8% |
| All | +144.6% | +296.9% | -152.3% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling