+599.4%
INTC vs IEFA
+211.8%
+387.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.9% |
| 7D | +18.0% | -0.5% | +18.4% | +18.5% |
| 30D | +8.9% | -1.1% | +10.0% | +10.3% |
| 3M | -1.6% | +5.1% | -6.6% | -6.1% |
| 6M | +133.1% | +9.3% | +123.8% | +115.2% |
| YTD | +187.9% | +13.0% | +175.0% | +156.3% |
| 1Y | +334.7% | +19.2% | +315.5% | +265.8% |
| 3Y | +184.2% | +67.0% | +117.2% | +70.3% |
| 5Y | +116.0% | +51.1% | +64.9% | +43.8% |
| 10Y | +270.0% | +146.5% | +123.5% | +57.7% |
| All | +599.4% | +211.8% | +387.6% | +132.9% |
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