-7.5%
IGV vs IEFA
+17.0%
-24.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -0.2% |
| 7D | -7.5% | +1.9% | -9.3% | -8.2% |
| 30D | -5.6% | +1.4% | -7.0% | -6.2% |
| 3M | +1.5% | -1.4% | +2.9% | +2.1% |
| 6M | +17.1% | +6.3% | +10.8% | +14.1% |
| YTD | -2.0% | +11.9% | -13.9% | -10.3% |
| 1Y | -7.5% | +17.0% | -24.5% | -19.2% |
| All | -7.5% | +17.0% | -24.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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