+51.1%
IEFA vs URA
+132.7%
-81.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.8% |
| 7D | -0.5% | +5.7% | -6.2% | -1.6% |
| 30D | -1.1% | +5.6% | -6.7% | -2.4% |
| 3M | +5.1% | +6.2% | -1.1% | +3.3% |
| 6M | +9.3% | -8.2% | +17.6% | +10.2% |
| YTD | +13.0% | +9.7% | +3.3% | +9.0% |
| 1Y | +19.2% | +17.0% | +2.2% | +12.1% |
| 3Y | +67.0% | +118.5% | -51.5% | +31.3% |
| 5Y | +51.1% | +134.3% | -83.2% | +13.2% |
| All | +51.1% | +132.7% | -81.6% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling