+215.7%
IEFA vs SPG
+180.3%
+35.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.9% |
| 7D | +1.2% | 0.0% | +1.2% | +1.1% |
| 30D | -0.6% | -4.9% | +4.4% | +0.7% |
| 3M | +6.2% | +3.3% | +2.9% | +5.1% |
| 6M | +11.2% | +11.2% | 0.0% | +7.9% |
| YTD | +14.2% | +17.1% | -2.9% | +9.2% |
| 1Y | +20.0% | +21.6% | -1.6% | +13.6% |
| 3Y | +68.8% | +111.9% | -43.1% | +37.1% |
| 5Y | +52.7% | +106.9% | -54.3% | +23.0% |
| 10Y | +144.2% | +62.2% | +82.0% | +109.8% |
| All | +215.7% | +180.3% | +35.4% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling