+38.4%
IGV vs IEFA
+65.7%
-27.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | -2.9% | -1.6% | -1.4% | -1.7% |
| 30D | -1.5% | -1.5% | 0.0% | -0.3% |
| 3M | +11.7% | +3.4% | +8.3% | +8.7% |
| 6M | +18.4% | +9.5% | +8.9% | +9.1% |
| YTD | -3.9% | +13.0% | -17.0% | -14.6% |
| 1Y | -9.7% | +18.0% | -27.7% | -23.0% |
| 3Y | +38.4% | +65.4% | -26.9% | -15.6% |
| All | +38.4% | +65.7% | -27.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling