+144.6%
IEFA vs EW
+120.5%
+24.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.7% |
| 7D | -1.6% | -6.2% | +4.6% | -0.1% |
| 30D | -1.5% | -9.3% | +7.8% | +0.7% |
| 3M | +3.4% | -1.6% | +5.0% | +3.6% |
| 6M | +9.5% | -0.8% | +10.3% | +9.3% |
| YTD | +13.0% | -1.0% | +14.1% | +12.8% |
| 1Y | +18.0% | +8.2% | +9.9% | +15.1% |
| 3Y | +65.4% | +12.7% | +52.7% | +53.8% |
| 5Y | +51.6% | -30.2% | +81.8% | +57.1% |
| All | +144.6% | +120.5% | +24.1% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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