+1.4%
IEFA vs EW
+34.7%
-33.3%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | +2.2% | +4.9% | -2.7% | +1.5% |
| 30D | +1.1% | +23.9% | -22.9% | -1.4% |
| 3M | -4.3% | +15.8% | -20.0% | -5.8% |
| 6M | +1.4% | +31.7% | -30.3% | -3.6% |
| All | +1.4% | +34.7% | -33.3% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling