+212.3%
IEFA vs SPXU
-99.9%
+312.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -0.7% |
| 7D | -0.5% | +1.3% | -1.7% | -0.1% |
| 30D | -1.1% | +5.1% | -6.2% | +0.4% |
| 3M | +5.1% | -9.1% | +14.2% | +3.0% |
| 6M | +9.3% | -29.6% | +38.9% | +0.8% |
| YTD | +13.0% | -27.7% | +40.6% | +5.4% |
| 1Y | +19.2% | -37.0% | +56.1% | +7.7% |
| 3Y | +67.0% | -80.2% | +147.2% | +17.9% |
| 5Y | +51.1% | -86.0% | +137.1% | +9.1% |
| 10Y | +146.5% | -99.5% | +246.0% | -14.6% |
| All | +212.3% | -99.9% | +312.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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