+204.4%
IEFA vs URA
+14.4%
+190.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +2.2% | -1.5% | +3.8% | +2.5% |
| 30D | +1.1% | -10.4% | +11.5% | +3.6% |
| 3M | -4.3% | -29.6% | +25.4% | +3.8% |
| 6M | +1.4% | -40.3% | +41.6% | +13.9% |
| YTD | +10.1% | -25.5% | +35.6% | +15.5% |
| 1Y | +12.9% | -26.4% | +39.3% | +18.4% |
| 3Y | +65.8% | +31.4% | +34.3% | +42.8% |
| 5Y | +47.7% | +28.6% | +19.1% | +23.4% |
| 10Y | +146.8% | +260.9% | -114.1% | +38.0% |
| All | +204.4% | +14.4% | +190.0% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling