+65.8%
IEFA vs SPG
+135.6%
-69.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | +2.0% | +0.2% | +1.6% |
| 30D | +1.1% | +17.2% | -16.2% | -3.7% |
| 3M | -4.3% | +6.3% | -10.6% | -6.1% |
| 6M | +1.4% | +18.7% | -17.3% | -4.3% |
| YTD | +10.1% | +30.1% | -20.0% | +0.8% |
| 1Y | +12.9% | +32.8% | -19.9% | +2.6% |
| 3Y | +65.8% | +133.6% | -67.8% | +21.8% |
| All | +65.8% | +135.6% | -69.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling