+150.9%
IEFA vs QSR
+205.8%
-54.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.6% | -4.0% | +2.4% | -0.3% |
| 30D | -1.5% | +2.8% | -4.2% | -2.4% |
| 3M | +3.4% | +5.1% | -1.7% | +1.5% |
| 6M | +9.5% | +8.8% | +0.7% | +5.9% |
| YTD | +13.0% | +14.8% | -1.8% | +7.2% |
| 1Y | +18.0% | +25.7% | -7.7% | +8.4% |
| 3Y | +65.4% | +27.5% | +37.8% | +48.9% |
| 5Y | +51.6% | +41.3% | +10.3% | +30.6% |
| 10Y | +146.7% | +133.8% | +12.9% | +72.9% |
| All | +150.9% | +205.8% | -54.9% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling