+144.3%
IEFA vs P
+547.6%
-403.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.2% |
| 7D | +1.3% | +17.8% | -16.6% | -1.1% |
| 30D | +0.1% | -29.9% | +30.0% | +4.5% |
| 3M | -4.2% | -1.2% | -3.0% | -5.2% |
| 6M | +1.9% | +32.1% | -30.2% | -4.3% |
| YTD | +9.9% | +64.3% | -54.4% | -0.9% |
| 1Y | +11.5% | +24.3% | -12.8% | +3.7% |
| 3Y | +66.0% | +203.2% | -137.2% | +27.2% |
| 5Y | +47.5% | +290.4% | -243.0% | +5.6% |
| 10Y | +146.5% | +680.9% | -534.4% | +49.0% |
| All | +144.3% | +547.6% | -403.4% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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