+44.1%
IEFA vs VG
-38.0%
+82.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | +1.2% | -2.5% | +3.7% | +1.2% |
| 30D | -0.6% | +11.1% | -11.7% | -0.6% |
| 3M | +6.2% | +14.9% | -8.7% | +6.2% |
| 6M | +11.2% | +18.4% | -7.2% | +10.4% |
| YTD | +14.2% | +116.6% | -102.4% | +9.7% |
| 1Y | +20.0% | +9.4% | +10.7% | +19.3% |
| All | +44.1% | -38.0% | +82.1% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling