+65.6%
IEFA vs URA
+37.6%
+27.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | 0.0% |
| 7D | +1.3% | +4.5% | -3.2% | +0.4% |
| 30D | +0.1% | -13.4% | +13.6% | +2.6% |
| 3M | -4.2% | -28.4% | +24.2% | +1.5% |
| 6M | +1.9% | -40.5% | +42.3% | +11.0% |
| YTD | +9.9% | -24.3% | +34.2% | +14.1% |
| 1Y | +11.5% | -28.8% | +40.4% | +16.7% |
| All | +65.6% | +37.6% | +27.9% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling