+215.7%
IEFA vs IRM
+694.7%
-479.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | +1.6% | -0.5% | +0.7% |
| 30D | -0.6% | -4.2% | +3.6% | +0.4% |
| 3M | +6.2% | -5.4% | +11.6% | +7.4% |
| 6M | +11.2% | +12.0% | -0.9% | +7.3% |
| YTD | +14.2% | +42.0% | -27.9% | +3.2% |
| 1Y | +20.0% | +29.9% | -9.8% | +10.7% |
| 3Y | +68.8% | +104.4% | -35.6% | +34.8% |
| 5Y | +52.7% | +191.0% | -138.4% | +9.4% |
| 10Y | +144.2% | +417.1% | -272.9% | +43.9% |
| All | +215.7% | +694.7% | -479.1% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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