+217.5%
IEFA vs M
-1.1%
+218.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.2% |
| 7D | +0.6% | +4.7% | -4.1% | 0.0% |
| 30D | +1.0% | -9.6% | +10.7% | +2.3% |
| 3M | +4.7% | +0.9% | +3.9% | +4.4% |
| 6M | +8.6% | +22.3% | -13.7% | +5.3% |
| YTD | +14.8% | +6.5% | +8.3% | +13.2% |
| 1Y | +22.6% | +38.8% | -16.2% | +16.4% |
| 3Y | +67.0% | +115.9% | -48.9% | +44.8% |
| 5Y | +52.3% | +28.6% | +23.6% | +36.0% |
| 10Y | +147.3% | -2.5% | +149.9% | +99.6% |
| All | +217.5% | -1.1% | +218.6% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling