+204.4%
IEFA vs M
+6.9%
+197.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.2% | +7.0% | -4.8% | +1.3% |
| 30D | +1.1% | +8.9% | -7.8% | -0.2% |
| 3M | -4.3% | +4.5% | -8.8% | -5.0% |
| 6M | +1.4% | +36.2% | -34.8% | -3.1% |
| YTD | +10.1% | +15.1% | -5.0% | +7.2% |
| 1Y | +12.9% | +27.4% | -14.6% | +8.3% |
| 3Y | +65.8% | +160.1% | -94.4% | +40.2% |
| 5Y | +47.7% | -1.6% | +49.2% | +37.0% |
| 10Y | +146.8% | -7.7% | +154.5% | +101.5% |
| All | +204.4% | +6.9% | +197.5% | +135.1% |
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