+166.4%
IWM vs IEFA
+148.3%
+18.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.7% |
| 7D | -2.4% | -1.6% | -0.8% | -0.7% |
| 30D | -4.6% | -1.5% | -3.1% | -3.0% |
| 3M | -0.3% | +3.4% | -3.7% | -3.9% |
| 6M | +14.7% | +9.5% | +5.2% | +3.7% |
| YTD | +17.8% | +13.0% | +4.8% | +2.7% |
| 1Y | +21.2% | +18.0% | +3.2% | +0.9% |
| 3Y | +62.3% | +65.4% | -3.0% | -6.6% |
| 5Y | +38.7% | +51.6% | -12.8% | -11.9% |
| All | +166.4% | +148.3% | +18.0% | +3.4% |
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