+553.4%
SE vs IEFA
+101.5%
+451.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -2.8% |
| 7D | -5.2% | -1.6% | -3.7% | -3.1% |
| 30D | -17.1% | -1.5% | -15.6% | -15.2% |
| 3M | +24.0% | +3.4% | +20.6% | +17.7% |
| 6M | +21.0% | +9.5% | +11.5% | +5.5% |
| YTD | -16.7% | +13.0% | -29.8% | -30.6% |
| 1Y | -45.9% | +18.0% | -63.9% | -57.8% |
| 3Y | +177.8% | +65.4% | +112.5% | +29.6% |
| 5Y | -67.4% | +51.6% | -118.9% | -81.5% |
| All | +553.4% | +101.5% | +451.8% | +156.4% |
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