+589.4%
SE vs IEFA
+104.7%
+484.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.1% |
| 7D | -6.1% | +0.6% | -6.7% | -6.9% |
| 30D | -2.5% | +1.0% | -3.5% | -3.8% |
| 3M | +21.7% | +4.7% | +17.0% | +13.6% |
| 6M | +27.0% | +8.6% | +18.4% | +11.8% |
| YTD | -12.1% | +14.8% | -27.0% | -28.5% |
| 1Y | -40.9% | +22.6% | -63.5% | -56.5% |
| 3Y | +191.0% | +67.0% | +124.0% | +33.9% |
| 5Y | -68.3% | +52.3% | -120.6% | -82.2% |
| All | +589.4% | +104.7% | +484.6% | +164.5% |
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