+217.5%
IEFA vs SM
-23.5%
+241.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +1.0% | +26.3% | -25.3% | -0.9% |
| 3M | +4.7% | +8.7% | -4.0% | +3.7% |
| 6M | +8.6% | +51.7% | -43.1% | +4.0% |
| YTD | +14.8% | +99.0% | -84.2% | +7.4% |
| 1Y | +22.6% | +34.6% | -12.0% | +18.1% |
| 3Y | +67.0% | -7.8% | +74.8% | +63.3% |
| 5Y | +52.3% | +104.8% | -52.5% | +36.7% |
| 10Y | +147.3% | +7.2% | +140.1% | +93.9% |
| All | +217.5% | -23.5% | +241.0% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling