+215.7%
IEFA vs IAG
+35.4%
+180.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +1.2% | +4.3% | -3.1% | +0.9% |
| 30D | -0.6% | +9.8% | -10.4% | -1.2% |
| 3M | +6.2% | +28.9% | -22.7% | +4.3% |
| 6M | +11.2% | -7.6% | +18.8% | +11.1% |
| YTD | +14.2% | +22.0% | -7.8% | +12.0% |
| 1Y | +20.0% | +99.5% | -79.5% | +14.3% |
| 3Y | +68.8% | +818.3% | -749.5% | +46.1% |
| 5Y | +52.7% | +785.9% | -733.2% | +29.9% |
| 10Y | +144.2% | +381.1% | -236.9% | +107.8% |
| All | +215.7% | +35.4% | +180.2% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling