+58.0%
IEFA vs SN
+476.8%
-418.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.6% |
| 7D | -0.5% | -3.4% | +2.9% | 0.0% |
| 30D | -1.1% | -9.1% | +8.0% | 0.0% |
| 3M | +5.1% | +31.8% | -26.7% | +1.2% |
| 6M | +9.3% | +52.0% | -42.7% | +3.0% |
| YTD | +13.0% | +51.3% | -38.3% | +6.4% |
| 1Y | +19.2% | +46.9% | -27.7% | +12.4% |
| 3Y | +67.0% | +394.9% | -327.9% | +41.4% |
| All | +58.0% | +476.8% | -418.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling