+49.5%
IEFA vs TPR
+268.5%
-219.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.1% | +12.1% | -11.0% | -1.3% |
| 30D | +0.7% | +16.7% | -16.0% | -2.7% |
| 3M | -3.4% | -17.4% | +14.0% | 0.0% |
| 6M | +1.5% | +2.3% | -0.8% | -0.1% |
| YTD | +10.4% | +7.1% | +3.2% | +7.1% |
| 1Y | +13.4% | +29.5% | -16.1% | +5.4% |
| 3Y | +66.7% | +415.0% | -348.4% | +6.3% |
| 5Y | +49.5% | +261.5% | -212.0% | +0.6% |
| All | +49.5% | +268.5% | -219.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling