+65.4%
IEFA vs TECK
+65.8%
-0.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.6% | -3.8% | +2.3% | -0.8% |
| 30D | -1.5% | +0.7% | -2.2% | -1.8% |
| 3M | +3.4% | +4.6% | -1.2% | +1.9% |
| 6M | +9.5% | +25.1% | -15.6% | +3.2% |
| YTD | +13.0% | +39.2% | -26.1% | +3.8% |
| 1Y | +18.0% | +60.3% | -42.3% | +4.8% |
| 3Y | +65.4% | +62.9% | +2.5% | +42.7% |
| All | +65.4% | +65.8% | -0.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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