+51.1%
IEFA vs REPL
-53.9%
+105.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.5% | -9.6% | +9.1% | -0.3% |
| 30D | -1.1% | +5.7% | -6.8% | -1.2% |
| 3M | +5.1% | +56.4% | -51.3% | +3.8% |
| 6M | +9.3% | +67.4% | -58.1% | +6.3% |
| YTD | +13.0% | +48.7% | -35.7% | +10.0% |
| 1Y | +19.2% | +148.3% | -129.1% | +13.5% |
| 3Y | +67.0% | -26.7% | +93.7% | +59.1% |
| 5Y | +51.1% | -54.1% | +105.2% | +45.2% |
| All | +51.1% | -53.9% | +105.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling