+16.5%
ORCL vs IEFA
+67.8%
-51.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.5% |
| 7D | +3.8% | -1.1% | +4.8% | +5.1% |
| 30D | -6.6% | +1.3% | -7.9% | -7.7% |
| 3M | -11.4% | -3.2% | -8.2% | -8.0% |
| 6M | -33.3% | +2.0% | -35.3% | -33.9% |
| YTD | -33.3% | +10.7% | -43.9% | -39.5% |
| 1Y | -44.9% | +13.0% | -57.9% | -51.1% |
| All | +16.5% | +67.8% | -51.3% | -30.1% |
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