+206.0%
IEFA vs RF
+574.6%
-368.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -1.3% | +0.3% | -0.7% |
| 30D | +1.3% | +4.6% | -3.3% | 0.0% |
| 3M | -3.2% | -8.4% | +5.3% | -0.7% |
| 6M | +2.0% | +8.9% | -6.9% | -0.8% |
| YTD | +10.7% | +8.8% | +1.9% | +7.4% |
| 1Y | +13.0% | +18.9% | -6.0% | +6.7% |
| 3Y | +67.1% | +116.0% | -48.9% | +29.2% |
| 5Y | +49.4% | +46.0% | +3.4% | +26.7% |
| 10Y | +148.2% | +231.7% | -83.6% | +48.0% |
| All | +206.0% | +574.6% | -368.6% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling