+148.0%
IEFA vs HWM
+1,301.3%
-1,153.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -2.4% | -12.5% | +10.1% | +0.6% |
| 30D | -2.1% | -19.0% | +16.9% | +2.6% |
| 3M | +5.5% | -8.6% | +14.1% | +7.3% |
| 6M | +8.1% | -10.2% | +18.3% | +10.0% |
| YTD | +11.9% | +11.3% | +0.6% | +8.0% |
| 1Y | +18.1% | +24.3% | -6.2% | +10.7% |
| 3Y | +65.5% | +382.3% | -316.8% | +8.8% |
| 5Y | +50.1% | +640.6% | -590.6% | -11.9% |
| All | +148.0% | +1,301.3% | -1,153.3% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling