+357.7%
IGV vs IEFA
+148.3%
+209.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.7% |
| 7D | -2.9% | -1.6% | -1.4% | -1.4% |
| 30D | -1.5% | -1.5% | 0.0% | 0.0% |
| 3M | +11.7% | +3.4% | +8.3% | +7.9% |
| 6M | +18.4% | +9.5% | +8.9% | +7.2% |
| YTD | -3.9% | +13.0% | -17.0% | -16.2% |
| 1Y | -9.7% | +18.0% | -27.7% | -24.6% |
| 3Y | +38.4% | +65.4% | -26.9% | -18.8% |
| 5Y | +21.6% | +51.6% | -30.0% | -21.6% |
| All | +357.7% | +148.3% | +209.4% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling