+687.7%
LOW vs IEFA
+211.8%
+475.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.1% |
| 7D | -0.6% | -0.5% | -0.2% | -0.2% |
| 30D | -9.3% | -1.1% | -8.2% | -8.4% |
| 3M | -8.1% | +5.1% | -13.1% | -12.2% |
| 6M | -19.8% | +9.3% | -29.1% | -26.1% |
| YTD | -16.4% | +13.0% | -29.3% | -25.4% |
| 1Y | -24.7% | +19.2% | -43.8% | -36.1% |
| 3Y | -8.8% | +67.0% | -75.8% | -43.8% |
| 5Y | +7.8% | +51.1% | -43.3% | -27.4% |
| 10Y | +233.8% | +146.5% | +87.3% | +46.1% |
| All | +687.7% | +211.8% | +475.9% | +159.2% |
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 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