+111.4%
IEFA vs OPEN
-70.7%
+182.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +0.6% | -4.3% | +4.8% | +0.8% |
| 30D | +1.0% | -16.2% | +17.3% | +1.9% |
| 3M | +4.7% | -36.4% | +41.1% | +6.8% |
| 6M | +8.6% | -35.5% | +44.0% | +10.4% |
| YTD | +14.8% | -46.0% | +60.8% | +17.4% |
| 1Y | +22.6% | -47.1% | +69.8% | +22.9% |
| 3Y | +67.0% | -19.0% | +86.0% | +53.6% |
| 5Y | +52.3% | -83.6% | +135.9% | +42.2% |
| All | +111.4% | -70.7% | +182.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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