+52.3%
IEFA vs RF
+89.8%
-37.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | +1.0% | -3.6% | +4.7% | +2.0% |
| 3M | +4.7% | +8.1% | -3.4% | +2.3% |
| 6M | +8.6% | +11.5% | -2.9% | +5.0% |
| YTD | +14.8% | +15.6% | -0.7% | +9.7% |
| 1Y | +22.6% | +15.7% | +6.9% | +16.9% |
| 3Y | +67.0% | +86.9% | -19.9% | +35.3% |
| All | +52.3% | +89.8% | -37.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling