-21.8%
PATH vs IEFA
+61.4%
-83.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.6% |
| 7D | -5.3% | -1.6% | -3.7% | -3.9% |
| 30D | -0.5% | -1.5% | +0.9% | +0.8% |
| 3M | -7.1% | -5.2% | -2.0% | -2.6% |
| 6M | +23.8% | -1.6% | +25.4% | +25.0% |
| YTD | -20.7% | +7.7% | -28.4% | -29.2% |
| 1Y | -8.1% | +12.2% | -20.3% | -22.4% |
| 3Y | -21.8% | +62.1% | -83.9% | -67.3% |
| All | -21.8% | +61.4% | -83.3% | -67.3% |
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