+197.8%
IEFA vs IP
+76.4%
+121.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.6% | -5.1% | +3.5% | -0.1% |
| 30D | -1.5% | +8.5% | -10.0% | -3.9% |
| 3M | -5.2% | -13.8% | +8.6% | -1.4% |
| 6M | -1.6% | +5.7% | -7.3% | -4.4% |
| YTD | +7.7% | -9.1% | +16.8% | +8.2% |
| 1Y | +12.2% | -0.8% | +13.0% | +9.6% |
| 3Y | +62.1% | +14.8% | +47.3% | +43.4% |
| 5Y | +43.7% | -11.5% | +55.2% | +36.9% |
| 10Y | +142.7% | +27.9% | +114.8% | +88.0% |
| All | +197.8% | +76.4% | +121.3% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling