+52.5%
IEFA vs S
-51.7%
+104.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.2% | +2.0% | +0.2% | +2.0% |
| 30D | +1.1% | -2.7% | +3.8% | +1.2% |
| 3M | -4.3% | -6.9% | +2.6% | -4.1% |
| 6M | +1.4% | +38.1% | -36.7% | -2.5% |
| YTD | +10.1% | +48.0% | -37.9% | +4.6% |
| 1Y | +12.9% | +34.5% | -21.6% | +8.2% |
| 3Y | +65.8% | +38.3% | +27.5% | +55.1% |
| 5Y | +47.7% | -70.9% | +118.6% | +47.3% |
| All | +52.5% | -51.7% | +104.2% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling