+116.7%
IEFA vs IR
+271.9%
-155.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.4% | -3.1% | +0.6% | -1.5% |
| 30D | -2.1% | -14.0% | +11.9% | +2.5% |
| 3M | +5.5% | +3.7% | +1.8% | +3.9% |
| 6M | +8.1% | -15.4% | +23.5% | +13.0% |
| YTD | +11.9% | -7.7% | +19.6% | +13.4% |
| 1Y | +18.1% | -8.8% | +26.9% | +19.8% |
| 3Y | +65.5% | +5.6% | +59.9% | +56.5% |
| 5Y | +50.1% | +34.3% | +15.7% | +29.3% |
| All | +116.7% | +271.9% | -155.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling