+215.7%
IEFA vs IBN
+357.4%
-141.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.1% |
| 7D | +1.2% | -2.2% | +3.3% | +1.7% |
| 30D | -0.6% | -2.3% | +1.7% | 0.0% |
| 3M | +6.2% | +15.9% | -9.7% | +2.2% |
| 6M | +11.2% | +5.6% | +5.6% | +9.5% |
| YTD | +14.2% | -0.1% | +14.2% | +13.9% |
| 1Y | +20.0% | -6.5% | +26.6% | +21.6% |
| 3Y | +68.8% | +29.3% | +39.5% | +56.4% |
| 5Y | +52.7% | +56.6% | -3.9% | +33.8% |
| 10Y | +144.2% | +314.4% | -170.1% | +64.4% |
| All | +215.7% | +357.4% | -141.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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