+587.0%
IVV vs IEFA
+205.6%
+381.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -0.9% | -1.1% | +0.1% | 0.0% |
| 30D | -2.3% | +1.3% | -3.6% | -3.4% |
| 3M | -1.2% | -3.2% | +2.0% | +1.6% |
| 6M | +3.3% | +2.0% | +1.3% | +1.4% |
| YTD | +12.3% | +10.7% | +1.6% | +2.3% |
| 1Y | +12.5% | +13.0% | -0.4% | +0.7% |
| 3Y | +79.2% | +67.1% | +12.0% | +13.2% |
| 5Y | +75.6% | +49.4% | +26.2% | +22.0% |
| 10Y | +313.4% | +148.2% | +165.2% | +87.7% |
| All | +587.0% | +205.6% | +381.4% | +152.6% |
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