+148.1%
IEFA vs TPR
+364.3%
-216.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +1.1% | +15.1% | -14.0% | -2.0% |
| 3M | -4.3% | +3.5% | -7.8% | -5.3% |
| 6M | +1.4% | +0.4% | +0.9% | +0.2% |
| YTD | +10.1% | +4.6% | +5.5% | +7.4% |
| 1Y | +12.9% | +33.1% | -20.2% | +4.5% |
| 3Y | +65.8% | +396.0% | -330.2% | +11.2% |
| 5Y | +47.7% | +230.3% | -182.6% | +5.2% |
| All | +148.1% | +364.3% | -216.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling