+17.0%
IEFA vs HWM
+5.4%
+11.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +3.2% |
| 7D | +1.9% | +9.4% | -7.5% | 0.0% |
| 30D | +1.4% | -7.0% | +8.4% | +2.7% |
| 3M | -1.4% | -25.9% | +24.5% | +4.7% |
| 6M | +6.3% | -10.8% | +17.1% | +6.7% |
| YTD | +11.9% | +4.3% | +7.6% | +8.6% |
| 1Y | +17.0% | +4.4% | +12.6% | +14.0% |
| All | +17.0% | +5.4% | +11.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling