+144.6%
IEFA vs IAG
+427.6%
-283.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -1.5% | +12.1% | -13.6% | -2.5% |
| 3M | +3.4% | +25.5% | -22.1% | +1.1% |
| 6M | +9.5% | -7.1% | +16.6% | +9.3% |
| YTD | +13.0% | +22.9% | -9.8% | +10.0% |
| 1Y | +18.0% | +83.3% | -65.3% | +11.0% |
| 3Y | +65.4% | +808.5% | -743.2% | +35.0% |
| 5Y | +51.6% | +838.0% | -786.4% | +20.0% |
| All | +144.6% | +427.6% | -283.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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