+50.1%
IEFA vs SPY
+79.8%
-29.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -2.4% | -2.0% | -0.4% | -0.9% |
| 30D | -2.1% | -1.7% | -0.5% | -0.8% |
| 3M | +5.5% | +4.7% | +0.8% | +1.8% |
| 6M | +8.1% | +12.5% | -4.4% | -1.1% |
| YTD | +11.9% | +11.7% | +0.2% | +2.9% |
| 1Y | +18.1% | +17.5% | +0.6% | +4.5% |
| 3Y | +65.5% | +76.6% | -11.1% | +5.8% |
| 5Y | +50.1% | +82.0% | -32.0% | -7.4% |
| All | +50.1% | +79.8% | -29.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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