+1.5%
SMR vs IEFA
+65.2%
-63.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -4.1% |
| 7D | +4.7% | -2.4% | +7.1% | +9.0% |
| 30D | +3.2% | -2.1% | +5.3% | +7.2% |
| 3M | +9.9% | +5.5% | +4.4% | +2.1% |
| 6M | -15.1% | +8.1% | -23.3% | -21.9% |
| YTD | -27.9% | +11.9% | -39.9% | -36.5% |
| 1Y | -70.2% | +18.1% | -88.3% | -75.5% |
| 3Y | +72.5% | +65.5% | +7.0% | +0.3% |
| All | +1.5% | +65.2% | -63.7% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling