+204.4%
IEFA vs EW
+650.2%
-445.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | +2.2% | +4.9% | -2.7% | +1.2% |
| 30D | +1.1% | +23.9% | -22.9% | -3.5% |
| 3M | -4.3% | +15.8% | -20.0% | -7.3% |
| 6M | +1.4% | +31.7% | -30.3% | -4.7% |
| YTD | +10.1% | +25.7% | -15.6% | +4.3% |
| 1Y | +12.9% | +24.4% | -11.5% | +7.2% |
| 3Y | +65.8% | +65.9% | -0.1% | +43.0% |
| 5Y | +47.7% | -7.6% | +55.3% | +43.1% |
| 10Y | +146.8% | +253.2% | -106.4% | +83.6% |
| All | +204.4% | +650.2% | -445.8% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling