+217.5%
IEFA vs MSCI
+2,301.2%
-2,083.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.0% | +0.6% | +0.5% | +0.8% |
| 3M | +4.7% | -7.1% | +11.8% | +6.5% |
| 6M | +8.6% | +0.8% | +7.7% | +7.2% |
| YTD | +14.8% | +1.0% | +13.8% | +12.7% |
| 1Y | +22.6% | +4.3% | +18.3% | +18.5% |
| 3Y | +67.0% | +9.9% | +57.1% | +55.1% |
| 5Y | +52.3% | -6.8% | +59.0% | +45.0% |
| 10Y | +147.3% | +614.7% | -467.3% | +4.7% |
| All | +217.5% | +2,301.2% | -2,083.7% | -11.4% |
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