+144.6%
IEFA vs OMC
+34.2%
+110.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.6% | -4.4% | +2.8% | -0.3% |
| 30D | -1.5% | -7.6% | +6.1% | +0.6% |
| 3M | +3.4% | +4.5% | -1.1% | +1.4% |
| 6M | +9.5% | -0.3% | +9.7% | +8.7% |
| YTD | +13.0% | -0.1% | +13.2% | +11.2% |
| 1Y | +18.0% | +4.6% | +13.4% | +13.8% |
| 3Y | +65.4% | +10.5% | +54.9% | +53.1% |
| 5Y | +51.6% | +31.7% | +19.8% | +29.1% |
| All | +144.6% | +34.2% | +110.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling