+50.1%
IEFA vs Z
-66.6%
+116.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -2.4% | -11.6% | +9.2% | -0.8% |
| 30D | -2.1% | -8.5% | +6.4% | -1.1% |
| 3M | +5.5% | -7.9% | +13.4% | +6.2% |
| 6M | +8.1% | -29.1% | +37.2% | +12.5% |
| YTD | +11.9% | -54.2% | +66.1% | +23.2% |
| 1Y | +18.1% | -63.5% | +81.6% | +33.9% |
| 3Y | +65.5% | -38.6% | +104.1% | +69.6% |
| 5Y | +50.1% | -66.0% | +116.0% | +47.2% |
| All | +50.1% | -66.6% | +116.6% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling