+773.6%
IGV vs IEFA
+215.2%
+558.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -3.3% | +1.2% | -4.5% | -4.3% |
| 30D | 0.0% | -0.6% | +0.6% | +0.5% |
| 3M | +7.3% | +6.2% | +1.1% | +1.2% |
| 6M | +16.7% | +11.2% | +5.5% | +4.6% |
| YTD | -2.8% | +14.2% | -17.0% | -15.4% |
| 1Y | -6.7% | +20.0% | -26.7% | -22.6% |
| 3Y | +41.1% | +68.8% | -27.7% | -16.3% |
| 5Y | +22.0% | +52.7% | -30.7% | -19.8% |
| 10Y | +357.9% | +144.2% | +213.7% | +96.1% |
| All | +773.6% | +215.2% | +558.4% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling