+47.5%
IEFA vs REPL
-35.3%
+82.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +1.3% | +9.8% | -8.5% | +1.1% |
| 30D | +0.1% | +81.5% | -81.4% | -0.7% |
| 3M | -4.2% | +44.2% | -48.4% | -4.7% |
| 6M | +1.9% | +437.4% | -435.5% | -1.7% |
| YTD | +9.9% | +126.1% | -116.2% | +6.5% |
| 1Y | +11.5% | +143.1% | -131.6% | +7.9% |
| 3Y | +66.0% | +97.8% | -31.9% | +49.4% |
| 5Y | +47.5% | -34.3% | +81.7% | +42.1% |
| All | +47.5% | -35.3% | +82.7% | +42.1% |
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