+181.6%
SE vs IEFA
+64.1%
+117.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.1% |
| 7D | -4.8% | -2.4% | -2.4% | -2.1% |
| 30D | -18.1% | -2.1% | -16.0% | -16.1% |
| 3M | +30.6% | +5.5% | +25.1% | +22.8% |
| 6M | +20.8% | +8.1% | +12.6% | +10.4% |
| YTD | -15.6% | +11.9% | -27.5% | -25.5% |
| 1Y | -44.2% | +18.1% | -62.3% | -53.8% |
| All | +181.6% | +64.1% | +117.6% | +84.8% |
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