+56.9%
IEFA vs IOT
+54.1%
+2.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | -4.5% | +3.0% | -1.2% |
| 30D | -1.5% | -2.4% | +0.9% | -1.4% |
| 3M | +3.4% | +19.0% | -15.6% | +1.3% |
| 6M | +9.5% | +19.6% | -10.2% | +6.7% |
| YTD | +13.0% | +8.3% | +4.8% | +10.8% |
| 1Y | +18.0% | -0.8% | +18.8% | +16.3% |
| 3Y | +65.4% | +24.4% | +41.0% | +54.3% |
| All | +56.9% | +54.1% | +2.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling