+209.4%
IEFA vs UUUU
+81.7%
+127.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.4% |
| 7D | -2.4% | -5.0% | +2.6% | -2.0% |
| 30D | -2.1% | -7.8% | +5.7% | -1.6% |
| 3M | +5.5% | -0.4% | +6.0% | +5.1% |
| 6M | +8.1% | -32.9% | +41.0% | +10.6% |
| YTD | +11.9% | -6.3% | +18.2% | +10.3% |
| 1Y | +18.1% | +7.9% | +10.2% | +13.4% |
| 3Y | +65.5% | +85.2% | -19.7% | +46.3% |
| 5Y | +50.1% | +97.0% | -46.9% | +27.4% |
| 10Y | +144.2% | +492.6% | -348.4% | +71.6% |
| All | +209.4% | +81.7% | +127.7% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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