+91.1%
IEFA vs SITM
+4,532.8%
-4,441.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -2.4% | +4.8% | -7.3% | -2.9% |
| 30D | -2.1% | -9.7% | +7.6% | -1.2% |
| 3M | +5.5% | -9.3% | +14.9% | +5.4% |
| 6M | +8.1% | +69.5% | -61.4% | -0.4% |
| YTD | +11.9% | +70.5% | -58.6% | +2.3% |
| 1Y | +18.1% | +145.3% | -127.2% | +2.5% |
| 3Y | +65.5% | +432.8% | -367.3% | +23.8% |
| 5Y | +50.1% | +174.0% | -124.0% | +13.1% |
| All | +91.1% | +4,532.8% | -4,441.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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