+38.2%
IWM vs IEFA
+51.0%
-12.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.3% |
| 7D | -1.1% | -0.5% | -0.7% | -0.7% |
| 30D | -3.1% | -1.1% | -2.0% | -2.0% |
| 3M | +2.2% | +5.1% | -2.9% | -2.9% |
| 6M | +15.1% | +9.3% | +5.8% | +4.8% |
| YTD | +18.6% | +13.0% | +5.6% | +4.1% |
| 1Y | +24.0% | +19.2% | +4.8% | +3.0% |
| 3Y | +63.7% | +67.0% | -3.3% | -4.7% |
| 5Y | +38.2% | +51.1% | -12.9% | -9.2% |
| All | +38.2% | +51.0% | -12.8% | -9.2% |
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 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