-75.6%
PATH vs IEFA
+47.8%
-123.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | +0.7% | +1.3% | -0.6% | -1.3% |
| 30D | -1.1% | +0.1% | -1.3% | -1.5% |
| 3M | -14.2% | -4.2% | -9.9% | -9.1% |
| 6M | +30.9% | +1.9% | +29.0% | +25.5% |
| YTD | -20.1% | +9.9% | -30.0% | -34.3% |
| 1Y | -8.1% | +11.5% | -19.6% | -26.4% |
| 3Y | -24.3% | +66.0% | -90.3% | -71.0% |
| 5Y | -75.6% | +47.5% | -123.1% | -88.3% |
| All | -75.6% | +47.8% | -123.4% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling