+212.3%
IEFA vs IEF
+16.6%
+195.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -1.1% | -0.6% | -0.5% | -1.2% |
| 3M | +5.1% | -1.0% | +6.1% | +4.8% |
| 6M | +9.3% | -3.1% | +12.4% | +8.3% |
| YTD | +13.0% | -1.9% | +14.8% | +12.3% |
| 1Y | +19.2% | -1.4% | +20.5% | +18.7% |
| 3Y | +67.0% | +9.8% | +57.2% | +72.4% |
| 5Y | +51.1% | -8.8% | +59.9% | +33.0% |
| 10Y | +146.5% | +4.7% | +141.8% | +142.9% |
| All | +212.3% | +16.6% | +195.7% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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