+146.5%
IEFA vs RF
+334.5%
-188.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.5% | -0.1% | -0.3% | -0.4% |
| 30D | -1.1% | -4.0% | +2.9% | 0.0% |
| 3M | +5.1% | +5.6% | -0.5% | +3.3% |
| 6M | +9.3% | +13.1% | -3.8% | +5.3% |
| YTD | +13.0% | +13.6% | -0.6% | +8.4% |
| 1Y | +19.2% | +16.0% | +3.2% | +13.4% |
| 3Y | +67.0% | +90.2% | -23.2% | +34.7% |
| 5Y | +51.1% | +87.0% | -35.9% | +19.9% |
| 10Y | +146.5% | +338.5% | -192.0% | +45.4% |
| All | +146.5% | +334.5% | -188.0% | +45.4% |
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