+50.1%
IEFA vs IT
-46.1%
+96.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -2.4% | -12.7% | +10.3% | -0.6% |
| 30D | -2.1% | -8.9% | +6.8% | -1.0% |
| 3M | +5.5% | +10.1% | -4.6% | +3.0% |
| 6M | +8.1% | +7.3% | +0.9% | +5.4% |
| YTD | +11.9% | -32.4% | +44.3% | +19.6% |
| 1Y | +18.1% | -26.6% | +44.7% | +23.0% |
| 3Y | +65.5% | -51.8% | +117.3% | +86.3% |
| 5Y | +50.1% | -45.6% | +95.7% | +54.7% |
| All | +50.1% | -46.1% | +96.1% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling