+7.5%
SMR vs IEFA
+66.7%
-59.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -1.6% |
| 7D | +13.1% | -0.5% | +13.5% | +13.8% |
| 30D | +17.8% | -1.1% | +18.9% | +20.2% |
| 3M | +8.1% | +5.1% | +3.0% | +1.1% |
| 6M | -11.1% | +9.3% | -20.4% | -19.7% |
| YTD | -23.7% | +13.0% | -36.7% | -33.8% |
| 1Y | -69.4% | +19.2% | -88.6% | -75.2% |
| 3Y | +82.6% | +67.0% | +15.6% | +4.5% |
| All | +7.5% | +66.7% | -59.2% | -42.5% |
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