+13.0%
IEFA vs IP
-4.7%
+17.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.1% | -2.8% | +1.7% | -0.6% |
| 30D | +1.3% | +9.2% | -7.9% | -0.3% |
| 3M | -3.2% | -16.1% | +13.0% | -0.5% |
| 6M | +2.0% | +9.6% | -7.6% | -0.4% |
| YTD | +10.7% | -8.8% | +19.5% | +11.4% |
| 1Y | +13.0% | -5.5% | +18.5% | +12.6% |
| All | +13.0% | -4.7% | +17.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling