+217.5%
IEFA vs SUI
+344.8%
-127.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +0.6% | -2.8% | +3.4% | +1.4% |
| 30D | +1.0% | -1.2% | +2.2% | +1.3% |
| 3M | +4.7% | -1.7% | +6.5% | +4.9% |
| 6M | +8.6% | -10.5% | +19.0% | +11.8% |
| YTD | +14.8% | -1.8% | +16.7% | +14.9% |
| 1Y | +22.6% | -4.1% | +26.7% | +23.4% |
| 3Y | +67.0% | +11.3% | +55.8% | +57.9% |
| 5Y | +52.3% | -32.1% | +84.4% | +65.1% |
| 10Y | +147.3% | +110.4% | +36.9% | +92.1% |
| All | +217.5% | +344.8% | -127.3% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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