+56.6%
IEFA vs S
-57.1%
+113.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -1.5% | -11.4% | +9.9% | -0.6% |
| 3M | +3.4% | +33.8% | -30.4% | +0.2% |
| 6M | +9.5% | +39.5% | -30.0% | +5.2% |
| YTD | +13.0% | +31.7% | -18.6% | +9.0% |
| 1Y | +18.0% | +7.0% | +11.0% | +15.9% |
| 3Y | +65.4% | +11.8% | +53.6% | +58.3% |
| 5Y | +51.6% | -69.0% | +120.6% | +52.3% |
| All | +56.6% | -57.1% | +113.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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