+51.1%
IEFA vs TPR
+225.0%
-173.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.5% | -7.3% | +6.8% | +1.1% |
| 30D | -1.1% | -30.7% | +29.6% | +6.4% |
| 3M | +5.1% | -21.6% | +26.7% | +9.8% |
| 6M | +9.3% | -21.3% | +30.6% | +13.8% |
| YTD | +13.0% | -10.2% | +23.1% | +14.0% |
| 1Y | +19.2% | +9.5% | +9.7% | +14.6% |
| 3Y | +67.0% | +280.8% | -213.8% | +14.5% |
| 5Y | +51.1% | +218.7% | -167.6% | +4.7% |
| All | +51.1% | +225.0% | -173.9% | +4.7% |
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 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