+361.0%
ORLY vs IEFA
+148.3%
+212.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -2.4% | -1.6% | -0.8% | -1.4% |
| 30D | -6.8% | -1.5% | -5.3% | -6.0% |
| 3M | -4.8% | +3.4% | -8.2% | -6.9% |
| 6M | -9.1% | +9.5% | -18.6% | -14.5% |
| YTD | -5.9% | +13.0% | -19.0% | -13.5% |
| 1Y | -20.4% | +18.0% | -38.4% | -28.9% |
| 3Y | +36.6% | +65.4% | -28.8% | -4.1% |
| 5Y | +117.3% | +51.6% | +65.8% | +62.0% |
| All | +361.0% | +148.3% | +212.7% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling