+52.3%
IEFA vs IP
-17.2%
+69.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +0.6% | -5.3% | +5.9% | +1.7% |
| 30D | +1.0% | -10.9% | +11.9% | +3.4% |
| 3M | +4.7% | +11.2% | -6.5% | +1.8% |
| 6M | +8.6% | -10.2% | +18.8% | +10.0% |
| YTD | +14.8% | -2.0% | +16.8% | +13.8% |
| 1Y | +22.6% | -19.1% | +41.7% | +26.3% |
| 3Y | +67.0% | +20.9% | +46.2% | +49.4% |
| All | +52.3% | -17.2% | +69.5% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling