+209.4%
IEFA vs SPYG
+759.4%
-549.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.2% |
| 30D | -2.1% | -1.9% | -0.2% | -0.8% |
| 3M | +5.5% | +5.2% | +0.4% | +1.8% |
| 6M | +8.1% | +15.6% | -7.4% | -2.3% |
| YTD | +11.9% | +12.4% | -0.5% | +3.0% |
| 1Y | +18.1% | +17.5% | +0.6% | +5.2% |
| 3Y | +65.5% | +98.1% | -32.6% | -0.1% |
| 5Y | +50.1% | +84.9% | -34.9% | -6.5% |
| 10Y | +144.2% | +417.7% | -273.5% | -37.2% |
| All | +209.4% | +759.4% | -549.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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