+209.4%
IEFA vs ITW
+500.0%
-290.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | -2.1% | -9.5% | +7.4% | +2.8% |
| 3M | +5.5% | +6.6% | -1.1% | +1.8% |
| 6M | +8.1% | -1.8% | +9.9% | +8.5% |
| YTD | +11.9% | +9.0% | +2.9% | +6.3% |
| 1Y | +18.1% | +3.6% | +14.5% | +14.8% |
| 3Y | +65.5% | +19.4% | +46.0% | +48.0% |
| 5Y | +50.1% | +36.4% | +13.7% | +23.4% |
| 10Y | +144.2% | +190.0% | -45.7% | +26.9% |
| All | +209.4% | +500.0% | -290.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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