+212.6%
IEFA vs SU
+229.2%
-16.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | -1.5% | +8.4% | -9.9% | -3.5% |
| 3M | +3.4% | +12.1% | -8.7% | +0.2% |
| 6M | +9.5% | +19.7% | -10.2% | +3.8% |
| YTD | +13.0% | +58.4% | -45.4% | -0.2% |
| 1Y | +18.0% | +67.2% | -49.2% | +2.7% |
| 3Y | +65.4% | +125.0% | -59.7% | +31.3% |
| 5Y | +51.6% | +355.1% | -303.5% | -3.1% |
| 10Y | +146.7% | +263.7% | -117.0% | +55.1% |
| All | +212.6% | +229.2% | -16.6% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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