-75.5%
SMR vs IEFA
+18.9%
-94.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.7% | -18.4% |
| 7D | -11.2% | -1.6% | -9.7% | -7.9% |
| 30D | -10.2% | -1.5% | -8.7% | -6.5% |
| 3M | -10.0% | +3.4% | -13.4% | -17.0% |
| 6M | -30.5% | +9.5% | -39.9% | -41.7% |
| YTD | -39.2% | +13.0% | -52.3% | -56.6% |
| 1Y | -75.5% | +18.0% | -93.5% | -84.2% |
| All | -75.5% | +18.9% | -94.4% | -84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling