+215.7%
IEFA vs SPY
+584.4%
-368.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | +1.2% | +0.5% | +0.6% | +0.7% |
| 30D | -0.6% | -0.9% | +0.4% | +0.2% |
| 3M | +6.2% | +3.9% | +2.3% | +2.9% |
| 6M | +11.2% | +14.5% | -3.3% | -0.6% |
| YTD | +14.2% | +12.9% | +1.2% | +3.3% |
| 1Y | +20.0% | +19.4% | +0.7% | +3.6% |
| 3Y | +68.8% | +78.5% | -9.7% | +2.8% |
| 5Y | +52.7% | +81.8% | -29.1% | -9.2% |
| 10Y | +144.2% | +311.5% | -167.3% | -32.1% |
| All | +215.7% | +584.4% | -368.7% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling