+209.4%
IEFA vs INDA
+119.3%
+90.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.3% |
| 7D | -2.4% | -3.6% | +1.2% | -0.6% |
| 30D | -2.1% | -4.0% | +1.8% | -0.1% |
| 3M | +5.5% | +1.7% | +3.8% | +4.6% |
| 6M | +8.1% | -3.6% | +11.8% | +10.2% |
| YTD | +11.9% | -11.0% | +22.9% | +18.6% |
| 1Y | +18.1% | -9.5% | +27.6% | +24.0% |
| 3Y | +65.5% | +7.6% | +57.8% | +58.6% |
| 5Y | +50.1% | +4.8% | +45.3% | +45.6% |
| 10Y | +144.2% | +82.3% | +62.0% | +77.4% |
| All | +209.4% | +119.3% | +90.1% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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