+322.1%
IVV vs IEFA
+143.5%
+178.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.6% |
| 7D | -0.4% | -0.5% | +0.1% | +0.1% |
| 30D | -1.4% | -1.1% | -0.3% | -0.4% |
| 3M | +3.7% | +5.1% | -1.4% | -0.9% |
| 6M | +13.0% | +9.3% | +3.7% | +3.9% |
| YTD | +12.4% | +13.0% | -0.5% | +0.1% |
| 1Y | +18.6% | +19.2% | -0.6% | +0.5% |
| 3Y | +78.1% | +67.0% | +11.1% | +9.4% |
| 5Y | +82.3% | +51.1% | +31.2% | +22.8% |
| 10Y | +322.1% | +146.5% | +175.6% | +84.0% |
| All | +322.1% | +143.5% | +178.6% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling