+67.0%
IEFA vs M
+115.8%
-48.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | -0.6% | -11.6% | +11.0% | +0.8% |
| 3M | +6.2% | +1.6% | +4.6% | +5.8% |
| 6M | +11.2% | +25.2% | -14.0% | +8.0% |
| YTD | +14.2% | +3.8% | +10.4% | +13.0% |
| 1Y | +20.0% | +36.3% | -16.3% | +14.9% |
| All | +67.0% | +115.8% | -48.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling