+65.2%
IEFA vs EW
+16.4%
+48.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.0% |
| 7D | -0.5% | -5.1% | +4.6% | +0.2% |
| 30D | -1.1% | -6.4% | +5.3% | -0.3% |
| 3M | +5.1% | -1.6% | +6.6% | +5.2% |
| 6M | +9.3% | +2.3% | +7.0% | +8.8% |
| YTD | +13.0% | +1.1% | +11.9% | +12.5% |
| 1Y | +19.2% | +8.0% | +11.2% | +17.7% |
| All | +65.2% | +16.4% | +48.8% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling