+171.2%
INTC vs IEFA
+65.7%
+105.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +0.9% |
| 7D | +7.5% | -1.6% | +9.0% | +10.3% |
| 30D | +2.0% | -1.5% | +3.5% | +4.5% |
| 3M | -12.0% | +3.4% | -15.4% | -15.9% |
| 6M | +114.5% | +9.5% | +105.1% | +90.7% |
| YTD | +179.0% | +13.0% | +165.9% | +135.2% |
| 1Y | +318.3% | +18.0% | +300.3% | +231.5% |
| 3Y | +171.2% | +65.4% | +105.9% | +38.2% |
| All | +171.2% | +65.7% | +105.5% | +38.2% |
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 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