+215.7%
IEFA vs O
+199.8%
+15.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | -0.6% | +1.7% | +1.3% |
| 30D | -0.6% | -2.0% | +1.4% | 0.0% |
| 3M | +6.2% | +3.0% | +3.2% | +5.0% |
| 6M | +11.2% | -3.6% | +14.8% | +12.2% |
| YTD | +14.2% | +12.1% | +2.1% | +9.9% |
| 1Y | +20.0% | +8.9% | +11.1% | +16.5% |
| 3Y | +68.8% | +30.3% | +38.4% | +53.6% |
| 5Y | +52.7% | +13.7% | +38.9% | +44.1% |
| 10Y | +144.2% | +50.3% | +94.0% | +108.0% |
| All | +215.7% | +199.8% | +15.9% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling