+50.4%
IEFA vs LYB
-4.6%
+55.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | -1.5% | +2.5% | -4.0% | -2.1% |
| 3M | +3.4% | +1.4% | +2.0% | +2.8% |
| 6M | +9.5% | -3.5% | +13.0% | +8.0% |
| YTD | +13.0% | +52.0% | -38.9% | -2.2% |
| 1Y | +18.0% | +22.1% | -4.0% | +8.3% |
| 3Y | +65.4% | -22.8% | +88.1% | +73.3% |
| All | +50.4% | -4.6% | +55.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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