+203.9%
IEFA vs MSCI
+2,630.2%
-2,426.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +1.3% | -0.7% | +1.9% | +1.5% |
| 30D | +0.1% | +16.2% | -16.0% | -4.6% |
| 3M | -4.2% | +16.1% | -20.3% | -8.8% |
| 6M | +1.9% | +12.9% | -11.0% | -2.9% |
| YTD | +9.9% | +14.8% | -4.9% | +3.4% |
| 1Y | +11.5% | +13.8% | -2.3% | +5.2% |
| 3Y | +66.0% | +31.2% | +34.7% | +45.4% |
| 5Y | +47.5% | +5.6% | +41.9% | +35.2% |
| 10Y | +146.5% | +806.4% | -660.0% | -4.3% |
| All | +203.9% | +2,630.2% | -2,426.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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