+59.4%
IEFA vs PL
+81.7%
-22.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +1.2% | -7.5% | +8.7% | +1.7% |
| 30D | -0.6% | -25.6% | +25.0% | +1.5% |
| 3M | +6.2% | -45.6% | +51.8% | +10.5% |
| 6M | +11.2% | -29.5% | +40.7% | +12.1% |
| YTD | +14.2% | -9.7% | +23.9% | +12.4% |
| 1Y | +20.0% | +84.4% | -64.3% | +10.7% |
| 3Y | +68.8% | +550.0% | -481.2% | +31.1% |
| 5Y | +52.7% | +79.0% | -26.3% | +24.9% |
| All | +59.4% | +81.7% | -22.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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