+65.4%
IEFA vs QSR
+25.8%
+39.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.6% | -4.0% | +2.4% | -0.8% |
| 30D | -1.5% | +2.8% | -4.2% | -2.0% |
| 3M | +3.4% | +5.1% | -1.7% | +2.2% |
| 6M | +9.5% | +8.8% | +0.7% | +7.0% |
| YTD | +13.0% | +14.8% | -1.8% | +8.9% |
| 1Y | +18.0% | +25.7% | -7.7% | +10.7% |
| 3Y | +65.4% | +27.5% | +37.8% | +51.2% |
| All | +65.4% | +25.8% | +39.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling