+337.9%
IWM vs IEFA
+217.0%
+120.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.5% |
| 30D | -1.3% | +1.0% | -2.3% | -2.3% |
| 3M | +1.6% | +4.7% | -3.1% | -3.1% |
| 6M | +13.6% | +8.6% | +5.0% | +4.3% |
| YTD | +20.8% | +14.8% | +5.9% | +4.6% |
| 1Y | +26.4% | +22.6% | +3.8% | +2.5% |
| 3Y | +60.7% | +67.0% | -6.3% | -4.6% |
| 5Y | +38.2% | +52.3% | -14.1% | -9.8% |
| 10Y | +169.5% | +147.3% | +22.1% | +12.4% |
| All | +337.9% | +217.0% | +120.9% | +41.4% |
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 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