+144.6%
IEFA vs Z
-2.5%
+147.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.5% |
| 7D | -1.6% | -6.0% | +4.5% | -0.8% |
| 30D | -1.5% | -2.3% | +0.8% | -1.4% |
| 3M | +3.4% | -0.6% | +4.0% | +3.0% |
| 6M | +9.5% | -27.6% | +37.1% | +13.5% |
| YTD | +13.0% | -52.4% | +65.4% | +23.6% |
| 1Y | +18.0% | -63.6% | +81.6% | +33.5% |
| 3Y | +65.4% | -36.4% | +101.7% | +68.8% |
| 5Y | +51.6% | -64.6% | +116.2% | +59.4% |
| All | +144.6% | -2.5% | +147.0% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling