+50.4%
IEFA vs SPG
+106.0%
-55.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | -1.5% | -6.1% | +4.6% | +0.7% |
| 3M | +3.4% | -3.6% | +7.1% | +4.5% |
| 6M | +9.5% | +10.4% | -0.9% | +5.2% |
| YTD | +13.0% | +14.4% | -1.3% | +7.2% |
| 1Y | +18.0% | +16.5% | +1.5% | +11.0% |
| 3Y | +65.4% | +106.8% | -41.4% | +23.3% |
| All | +50.4% | +106.0% | -55.6% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling