+343.3%
SPGI vs IEFA
+148.4%
+195.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +1.2% | +2.2% | -1.0% | -0.8% |
| 30D | +15.9% | +1.1% | +14.9% | +14.8% |
| 3M | +12.3% | -4.3% | +16.6% | +16.6% |
| 6M | +23.7% | +1.4% | +22.3% | +21.3% |
| YTD | -3.5% | +10.1% | -13.6% | -13.5% |
| 1Y | +0.4% | +12.9% | -12.5% | -12.2% |
| 3Y | +29.9% | +65.8% | -35.9% | -23.6% |
| 5Y | +15.2% | +47.7% | -32.5% | -23.7% |
| All | +343.3% | +148.4% | +195.0% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling