+142.2%
IEFA vs M
-10.0%
+152.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.3% |
| 7D | -2.4% | -8.8% | +6.4% | -1.3% |
| 30D | -2.1% | -16.4% | +14.3% | +0.1% |
| 3M | +5.5% | -10.8% | +16.3% | +6.8% |
| 6M | +8.1% | +16.1% | -8.0% | +5.7% |
| YTD | +11.9% | -5.3% | +17.2% | +12.0% |
| 1Y | +18.1% | +24.9% | -6.8% | +13.8% |
| 3Y | +65.5% | +97.5% | -32.1% | +45.8% |
| 5Y | +50.1% | +20.4% | +29.7% | +35.8% |
| All | +142.2% | -10.0% | +152.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling