+17.0%
IEFA vs O
+8.1%
+8.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.0% |
| 7D | +1.9% | +5.8% | -3.9% | +0.9% |
| 30D | +1.4% | +10.7% | -9.3% | -0.3% |
| 3M | -1.4% | -4.5% | +3.1% | -1.0% |
| 6M | +6.3% | -4.1% | +10.4% | +6.9% |
| YTD | +11.9% | +9.8% | +2.1% | +11.1% |
| 1Y | +17.0% | +11.3% | +5.7% | +15.0% |
| All | +17.0% | +8.1% | +8.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling