+59.1%
IEFA vs S
-56.8%
+115.9%
-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% | -0.3% | +0.1% |
| 7D | +0.6% | -7.7% | +8.3% | +1.3% |
| 30D | +1.0% | -5.3% | +6.4% | +1.4% |
| 3M | +4.7% | +20.3% | -15.6% | +2.5% |
| 6M | +8.6% | +47.4% | -38.8% | +3.8% |
| YTD | +14.8% | +32.5% | -17.7% | +10.7% |
| 1Y | +22.6% | +9.5% | +13.1% | +20.1% |
| 3Y | +67.0% | +15.5% | +51.5% | +59.3% |
| 5Y | +52.3% | -71.2% | +123.5% | +53.2% |
| All | +59.1% | -56.8% | +115.9% | +59.7% |
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