+135.6%
IEFA vs Z
+17.0%
+118.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | +0.3% |
| 7D | +1.2% | -3.3% | +4.4% | +1.6% |
| 30D | -0.6% | -3.7% | +3.1% | -0.2% |
| 3M | +6.2% | -7.0% | +13.2% | +6.7% |
| 6M | +11.2% | -29.5% | +40.7% | +15.7% |
| YTD | +14.2% | -52.6% | +66.7% | +24.9% |
| 1Y | +20.0% | -64.0% | +84.0% | +36.1% |
| 3Y | +68.8% | -36.4% | +105.2% | +72.3% |
| 5Y | +52.7% | -65.8% | +118.4% | +61.5% |
| 10Y | +144.2% | -5.8% | +150.0% | +102.5% |
| All | +135.6% | +17.0% | +118.6% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling