-22.9%
PATH vs IEFA
+66.9%
-89.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.1% | +2.2% | -0.1% | +0.1% |
| 30D | +1.6% | +1.1% | +0.5% | +0.6% |
| 3M | -20.4% | -4.3% | -16.2% | -17.3% |
| 6M | +40.1% | +1.4% | +38.8% | +37.7% |
| YTD | -19.0% | +10.1% | -29.1% | -29.2% |
| 1Y | -5.8% | +12.9% | -18.7% | -20.4% |
| 3Y | -22.9% | +65.8% | -88.7% | -69.2% |
| All | -22.9% | +66.9% | -89.8% | -69.2% |
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 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