+212.3%
IEFA vs TECK
+189.4%
+22.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -0.5% | +4.9% | -5.3% | -1.3% |
| 30D | -1.1% | +5.2% | -6.3% | -2.0% |
| 3M | +5.1% | +13.8% | -8.7% | +2.5% |
| 6M | +9.3% | +38.5% | -29.2% | +2.9% |
| YTD | +13.0% | +47.3% | -34.4% | +4.9% |
| 1Y | +19.2% | +81.0% | -61.8% | +6.6% |
| 3Y | +67.0% | +79.9% | -12.9% | +46.6% |
| 5Y | +51.1% | +207.9% | -156.8% | +18.6% |
| 10Y | +146.5% | +389.5% | -243.0% | +65.3% |
| All | +212.3% | +189.4% | +22.9% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling