+264.0%
SO vs IEFA
+203.5%
+60.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -0.9% | +1.3% | -2.2% | -1.5% |
| 30D | +4.9% | +0.1% | +4.8% | +4.8% |
| 3M | +0.8% | -4.2% | +5.0% | +2.5% |
| 6M | +0.6% | +1.9% | -1.3% | -0.7% |
| YTD | +8.7% | +9.9% | -1.3% | +3.2% |
| 1Y | +4.0% | +11.5% | -7.6% | -1.9% |
| 3Y | +50.6% | +66.0% | -15.4% | +15.9% |
| 5Y | +77.5% | +47.5% | +30.0% | +43.4% |
| 10Y | +192.0% | +146.5% | +45.5% | +76.9% |
| All | +264.0% | +203.5% | +60.5% | +99.1% |
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