+11.5%
IEFA vs PR
+76.2%
-64.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.5% |
| 7D | +1.3% | +6.7% | -5.4% | +1.9% |
| 30D | +0.1% | -6.1% | +6.3% | -0.4% |
| 3M | -4.2% | +6.9% | -11.1% | -3.3% |
| 6M | +1.9% | +14.6% | -12.7% | +3.8% |
| YTD | +9.9% | +66.1% | -56.2% | +9.4% |
| 1Y | +11.5% | +77.0% | -65.5% | +10.0% |
| All | +11.5% | +76.2% | -64.7% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling