+22.6%
IEFA vs SM
+36.8%
-14.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | -0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +1.0% | +25.6% | -24.5% | +3.0% |
| 3M | +4.7% | +8.0% | -3.3% | +5.7% |
| 6M | +8.6% | +50.8% | -42.2% | +10.5% |
| YTD | +14.8% | +97.9% | -83.0% | +15.5% |
| 1Y | +22.6% | +33.8% | -11.2% | +24.6% |
| All | +22.6% | +36.8% | -14.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling