+82.2%
IVV vs IEFA
+52.0%
+30.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +0.5% | +1.2% | -0.7% | -0.4% |
| 30D | -1.0% | -0.6% | -0.4% | -0.5% |
| 3M | +3.9% | +6.2% | -2.4% | -1.2% |
| 6M | +14.5% | +11.2% | +3.3% | +4.6% |
| YTD | +12.9% | +14.2% | -1.3% | +0.6% |
| 1Y | +19.4% | +20.0% | -0.7% | +1.9% |
| 3Y | +78.8% | +68.8% | +10.0% | +12.7% |
| 5Y | +82.2% | +52.7% | +29.5% | +25.0% |
| All | +82.2% | +52.0% | +30.1% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling