+1,018.8%
SPGI vs IEFA
+203.9%
+814.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.7% |
| 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% | -13.4% |
| 1Y | +0.4% | +12.9% | -12.5% | -12.1% |
| 3Y | +29.9% | +65.8% | -35.9% | -22.8% |
| 5Y | +15.2% | +47.7% | -32.5% | -23.3% |
| 10Y | +337.2% | +146.8% | +190.4% | +73.1% |
| All | +1,018.8% | +203.9% | +814.9% | +250.8% |
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