+282.6%
SPGI vs IEFA
+145.9%
+136.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.1% |
| 7D | -8.9% | -2.4% | -6.5% | -6.8% |
| 30D | +0.6% | -2.1% | +2.8% | +2.6% |
| 3M | +2.0% | +5.5% | -3.6% | -3.3% |
| 6M | +0.1% | +8.1% | -8.0% | -8.0% |
| YTD | -16.4% | +11.9% | -28.3% | -26.0% |
| 1Y | -18.9% | +18.1% | -37.0% | -32.0% |
| 3Y | +13.8% | +65.5% | -51.7% | -32.7% |
| 5Y | +0.5% | +50.1% | -49.5% | -34.3% |
| All | +282.6% | +145.9% | +136.7% | +50.9% |
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