+453.5%
JNJ vs IEFA
+212.1%
+241.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -3.5% | -1.6% | -1.9% | -2.9% |
| 30D | +2.3% | -1.5% | +3.8% | +3.0% |
| 3M | +12.0% | +3.4% | +8.6% | +10.1% |
| 6M | +10.5% | +9.5% | +1.0% | +5.6% |
| YTD | +30.4% | +13.0% | +17.4% | +22.7% |
| 1Y | +52.1% | +18.0% | +34.1% | +40.3% |
| 3Y | +77.8% | +65.4% | +12.4% | +38.6% |
| 5Y | +82.9% | +51.6% | +31.3% | +47.6% |
| 10Y | +194.8% | +146.7% | +48.1% | +78.0% |
| All | +453.5% | +212.1% | +241.4% | +195.9% |
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