+215.7%
IEFA vs GEN
+381.0%
-165.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -0.6% | +2.6% | -3.2% | -1.1% |
| 3M | +6.2% | +15.8% | -9.6% | +3.1% |
| 6M | +11.2% | +33.1% | -22.0% | +4.6% |
| YTD | +14.2% | +11.3% | +2.9% | +10.9% |
| 1Y | +20.0% | +1.7% | +18.4% | +18.5% |
| 3Y | +68.8% | +58.1% | +10.6% | +51.9% |
| 5Y | +52.7% | +20.6% | +32.0% | +41.9% |
| 10Y | +144.2% | +149.0% | -4.8% | +86.1% |
| All | +215.7% | +381.0% | -165.3% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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