-80.8%
PATH vs IEFA
+56.8%
-137.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | +2.1% | +2.2% | -0.1% | -1.1% |
| 30D | +1.6% | +1.1% | +0.5% | -0.1% |
| 3M | -20.4% | -4.3% | -16.2% | -15.8% |
| 6M | +40.1% | +1.4% | +38.8% | +35.7% |
| YTD | -19.0% | +10.1% | -29.1% | -33.2% |
| 1Y | -5.8% | +12.9% | -18.7% | -25.5% |
| 3Y | -22.9% | +65.8% | -88.7% | -69.1% |
| 5Y | -75.3% | +47.7% | -122.9% | -88.0% |
| All | -80.8% | +56.8% | -137.6% | -90.7% |
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