+144.6%
IEFA vs SM
+23.0%
+121.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | +4.6% | -6.1% | -1.9% |
| 30D | -1.5% | +18.2% | -19.7% | -2.8% |
| 3M | +3.4% | +22.5% | -19.1% | +1.5% |
| 6M | +9.5% | +50.6% | -41.1% | +5.2% |
| YTD | +13.0% | +108.1% | -95.1% | +5.5% |
| 1Y | +18.0% | +46.0% | -28.0% | +13.1% |
| 3Y | +65.4% | +2.9% | +62.5% | +60.5% |
| 5Y | +51.6% | +112.6% | -61.0% | +36.3% |
| All | +144.6% | +23.0% | +121.6% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling