+65.2%
IEFA vs REPL
-27.0%
+92.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | -0.5% | -9.6% | +9.1% | -0.4% |
| 30D | -1.1% | +5.7% | -6.8% | -1.1% |
| 3M | +5.1% | +56.4% | -51.3% | +4.7% |
| 6M | +9.3% | +67.4% | -58.1% | +8.1% |
| YTD | +13.0% | +48.7% | -35.7% | +11.8% |
| 1Y | +19.2% | +148.3% | -129.1% | +16.9% |
| All | +65.2% | -27.0% | +92.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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