+17.0%
IEFA vs PSX
+97.5%
-80.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +2.1% |
| 7D | +1.9% | -5.2% | +7.0% | +1.5% |
| 30D | +1.4% | -3.7% | +5.1% | +1.1% |
| 3M | -1.4% | +26.8% | -28.2% | +0.5% |
| 6M | +6.3% | +47.3% | -41.0% | +9.6% |
| YTD | +11.9% | +105.4% | -93.5% | +12.3% |
| 1Y | +17.0% | +96.9% | -79.9% | +17.8% |
| All | +17.0% | +97.5% | -80.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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