+594.7%
IVV vs IEFA
+217.0%
+377.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.4% |
| 30D | +0.1% | +1.0% | -1.0% | -0.8% |
| 3M | +2.0% | +4.7% | -2.7% | -2.0% |
| 6M | +13.0% | +8.6% | +4.5% | +4.9% |
| YTD | +13.6% | +14.8% | -1.2% | +0.3% |
| 1Y | +20.1% | +22.6% | -2.5% | +0.1% |
| 3Y | +77.6% | +67.0% | +10.6% | +12.4% |
| 5Y | +82.5% | +52.3% | +30.2% | +24.8% |
| 10Y | +316.5% | +147.3% | +169.2% | +88.7% |
| All | +594.7% | +217.0% | +377.7% | +147.6% |
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