+59.1%
SO vs IEFA
+48.7%
+10.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | -3.7% | -2.1% | -1.6% | -3.2% |
| 3M | -5.9% | +5.5% | -11.4% | -7.4% |
| 6M | -7.3% | +8.1% | -15.5% | -9.6% |
| YTD | +3.1% | +11.9% | -8.8% | -0.6% |
| 1Y | -1.0% | +18.1% | -19.1% | -6.2% |
| 3Y | +43.2% | +65.5% | -22.2% | +19.9% |
| 5Y | +59.1% | +50.1% | +9.1% | +29.0% |
| All | +59.1% | +48.7% | +10.4% | +29.0% |
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