+51.1%
IEFA vs S
-71.9%
+123.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.5% | -1.2% | +0.8% | -0.3% |
| 30D | -1.1% | -12.6% | +11.4% | 0.0% |
| 3M | +5.1% | +27.6% | -22.5% | +2.1% |
| 6M | +9.3% | +35.5% | -26.2% | +5.2% |
| YTD | +13.0% | +29.6% | -16.6% | +9.0% |
| 1Y | +19.2% | +8.1% | +11.0% | +16.8% |
| 3Y | +67.0% | +14.8% | +52.2% | +59.0% |
| 5Y | +51.1% | -70.6% | +121.7% | +53.2% |
| All | +51.1% | -71.9% | +123.0% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling