+148.1%
IEFA vs RF
+223.4%
-75.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.2% | +1.9% | +0.3% | +1.6% |
| 30D | +1.1% | +7.3% | -6.3% | -1.0% |
| 3M | -4.3% | -7.9% | +3.7% | -2.1% |
| 6M | +1.4% | +10.5% | -9.1% | -1.8% |
| YTD | +10.1% | +9.6% | +0.4% | +6.6% |
| 1Y | +12.9% | +20.3% | -7.4% | +6.4% |
| 3Y | +65.8% | +119.5% | -53.7% | +28.2% |
| 5Y | +47.7% | +48.2% | -0.5% | +25.2% |
| All | +148.1% | +223.4% | -75.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling