+215.7%
IEFA vs IT
+275.9%
-60.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +1.1% |
| 7D | +1.2% | -9.1% | +10.3% | +3.3% |
| 30D | -0.6% | -7.0% | +6.4% | +0.7% |
| 3M | +6.2% | +7.6% | -1.4% | +2.6% |
| 6M | +11.2% | +2.1% | +9.0% | +7.9% |
| YTD | +14.2% | -31.6% | +45.8% | +22.1% |
| 1Y | +20.0% | -29.9% | +49.9% | +26.6% |
| 3Y | +68.8% | -51.3% | +120.0% | +91.8% |
| 5Y | +52.7% | -44.8% | +97.4% | +63.1% |
| 10Y | +144.2% | +91.4% | +52.9% | +64.3% |
| All | +215.7% | +275.9% | -60.3% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling