+62.1%
IEFA vs SW
+39.0%
+23.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -1.6% | +2.3% | -3.9% | -1.9% |
| 30D | -1.5% | +6.8% | -8.2% | -2.6% |
| 3M | -5.2% | -5.2% | 0.0% | -4.5% |
| 6M | -1.6% | +7.4% | -9.0% | -3.3% |
| YTD | +7.7% | +17.4% | -9.7% | +3.9% |
| 1Y | +12.2% | +27.1% | -14.9% | +6.8% |
| 3Y | +62.1% | +47.9% | +14.2% | +52.9% |
| All | +62.1% | +39.0% | +23.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling