+66.7%
IEFA vs M
+159.6%
-92.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | +1.3% | +8.1% | -6.8% | +0.3% |
| 3M | -3.2% | +2.2% | -5.4% | -3.6% |
| 6M | +2.0% | +35.1% | -33.1% | -1.9% |
| YTD | +10.7% | +15.8% | -5.1% | +7.9% |
| 1Y | +13.0% | +25.8% | -12.9% | +9.0% |
| All | +66.7% | +159.6% | -92.8% | +48.8% |
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