+17.0%
IEFA vs VG
+47.2%
-30.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.7% | +10.2% | +1.9% |
| 7D | +1.9% | -16.4% | +18.3% | +0.7% |
| 30D | +1.4% | -10.8% | +12.2% | +0.8% |
| 3M | -1.4% | -6.3% | +4.9% | -1.5% |
| 6M | +6.3% | -12.5% | +18.8% | +6.3% |
| YTD | +11.9% | +76.9% | -65.0% | +10.9% |
| 1Y | +17.0% | +51.8% | -34.8% | +16.9% |
| All | +17.0% | +47.2% | -30.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling