+12.9%
IEFA vs IRE
-97.6%
+110.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | +0.5% |
| 7D | +2.2% | -31.8% | +34.0% | +3.2% |
| 30D | +1.1% | -71.8% | +72.8% | +3.9% |
| 3M | -4.3% | -88.9% | +84.6% | +0.7% |
| 6M | +1.4% | -95.4% | +96.7% | +7.5% |
| YTD | +10.1% | -94.2% | +104.3% | +14.0% |
| 1Y | +12.9% | -97.1% | +110.0% | +16.7% |
| All | +12.9% | -97.6% | +110.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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