+144.2%
IEFA vs PR
+101.2%
+43.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | +1.2% | -0.6% | +1.7% | +1.2% |
| 30D | -0.6% | +17.4% | -18.0% | -1.6% |
| 3M | +6.2% | +21.8% | -15.5% | +4.9% |
| 6M | +11.2% | +27.6% | -16.4% | +9.3% |
| YTD | +14.2% | +71.4% | -57.3% | +10.1% |
| 1Y | +20.0% | +78.3% | -58.3% | +15.4% |
| 3Y | +68.8% | +85.5% | -16.7% | +60.7% |
| 5Y | +52.7% | +422.7% | -370.0% | +35.7% |
| 10Y | +144.2% | +87.1% | +57.1% | +127.1% |
| All | +144.2% | +101.2% | +43.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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