+69.6%
IWM vs IEFA
+66.9%
+2.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | +2.2% | -0.8% | -0.7% |
| 30D | +2.3% | +1.1% | +1.2% | +1.3% |
| 3M | -8.3% | -4.3% | -4.0% | -4.3% |
| 6M | -1.3% | +1.4% | -2.7% | -2.7% |
| YTD | +13.5% | +10.1% | +3.4% | +2.4% |
| 1Y | +18.4% | +12.9% | +5.5% | +4.0% |
| 3Y | +69.6% | +65.8% | +3.8% | -10.2% |
| All | +69.6% | +66.9% | +2.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling