+143.6%
IEFA vs HWM
+1,272.7%
-1,129.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.3% | +11.1% | -9.9% | -1.2% |
| 30D | +0.1% | +3.0% | -2.8% | -0.9% |
| 3M | -4.2% | -20.7% | +16.5% | +0.4% |
| 6M | +1.9% | -17.2% | +19.1% | +5.5% |
| YTD | +9.9% | +9.1% | +0.9% | +6.1% |
| 1Y | +11.5% | +9.0% | +2.5% | +7.6% |
| 3Y | +66.0% | +353.8% | -287.9% | +10.4% |
| 5Y | +47.5% | +608.0% | -560.6% | -12.7% |
| 10Y | +146.5% | +1,510.3% | -1,363.9% | +19.5% |
| All | +143.6% | +1,272.7% | -1,129.1% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling