+209.4%
IEFA vs SIRI
+30.0%
+179.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | -2.1% | +1.3% | -3.4% | -2.4% |
| 3M | +5.5% | +5.6% | -0.1% | +4.2% |
| 6M | +8.1% | +35.2% | -27.0% | +1.6% |
| YTD | +11.9% | +49.1% | -37.1% | +2.9% |
| 1Y | +18.1% | +26.8% | -8.7% | +11.6% |
| 3Y | +65.5% | -23.7% | +89.1% | +65.6% |
| 5Y | +50.1% | -41.8% | +91.9% | +52.4% |
| 10Y | +144.2% | -11.3% | +155.5% | +104.8% |
| All | +209.4% | +30.0% | +179.4% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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