+212.3%
IEFA vs UL
+143.7%
+68.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | -0.5% | -3.2% | +2.8% | +0.9% |
| 30D | -1.1% | -0.6% | -0.5% | -0.9% |
| 3M | +5.1% | +9.4% | -4.4% | +0.6% |
| 6M | +9.3% | -4.1% | +13.4% | +10.4% |
| YTD | +13.0% | -2.0% | +14.9% | +12.8% |
| 1Y | +19.2% | -9.0% | +28.1% | +22.5% |
| 3Y | +67.0% | +21.8% | +45.2% | +49.0% |
| 5Y | +51.1% | +20.6% | +30.5% | +32.9% |
| 10Y | +146.5% | +67.7% | +78.8% | +77.3% |
| All | +212.3% | +143.7% | +68.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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