+33.4%
IREN vs IEFA
+18.9%
+14.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -2.3% |
| 7D | -1.9% | -1.6% | -0.3% | +2.3% |
| 30D | +0.4% | -1.5% | +1.9% | +5.0% |
| 3M | -22.7% | +3.4% | -26.1% | -27.4% |
| 6M | +4.4% | +9.5% | -5.1% | -10.5% |
| YTD | +16.0% | +13.0% | +3.0% | -5.3% |
| 1Y | +33.4% | +18.0% | +15.4% | +8.3% |
| All | +33.4% | +18.9% | +14.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling