-81.1%
PATH vs IEFA
+54.7%
-135.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | +0.5% |
| 7D | -5.6% | -1.7% | -3.9% | -3.3% |
| 30D | -0.7% | -1.8% | +1.1% | +1.7% |
| 3M | -5.9% | -4.5% | -1.4% | +0.2% |
| 6M | +21.6% | +1.8% | +19.8% | +16.7% |
| YTD | -20.6% | +8.5% | -29.2% | -33.1% |
| 1Y | -10.6% | +12.8% | -23.4% | -29.4% |
| 3Y | -24.9% | +62.5% | -87.4% | -68.9% |
| 5Y | -76.8% | +44.8% | -121.7% | -88.4% |
| All | -81.1% | +54.7% | -135.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling