+50.1%
IEFA vs O
+14.0%
+36.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | -2.1% | -3.3% | +1.2% | -1.0% |
| 3M | +5.5% | -2.8% | +8.4% | +6.3% |
| 6M | +8.1% | -5.8% | +13.9% | +10.0% |
| YTD | +11.9% | +9.4% | +2.5% | +7.9% |
| 1Y | +18.1% | +5.7% | +12.4% | +15.2% |
| 3Y | +65.5% | +27.2% | +38.2% | +48.8% |
| 5Y | +50.1% | +17.2% | +32.9% | +40.3% |
| All | +50.1% | +14.0% | +36.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling