+18.0%
IEFA vs IR
-8.8%
+26.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.6% | -4.5% | +2.9% | -0.4% |
| 30D | -1.5% | -13.9% | +12.4% | +2.2% |
| 3M | +3.4% | -0.3% | +3.8% | +2.8% |
| 6M | +9.5% | -14.3% | +23.8% | +12.5% |
| YTD | +13.0% | -7.9% | +20.9% | +14.0% |
| 1Y | +18.0% | -9.9% | +27.9% | +19.4% |
| All | +18.0% | -8.8% | +26.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling