+1,006.8%
SPGI vs IEFA
+203.5%
+803.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | -0.8% | +1.3% | -2.1% | -2.0% |
| 30D | +14.3% | +0.1% | +14.1% | +14.1% |
| 3M | +14.5% | -4.2% | +18.7% | +18.8% |
| 6M | +17.3% | +1.9% | +15.4% | +14.4% |
| YTD | -4.6% | +9.9% | -14.5% | -14.2% |
| 1Y | +0.8% | +11.5% | -10.8% | -10.8% |
| 3Y | +28.8% | +66.0% | -37.2% | -23.6% |
| 5Y | +14.0% | +47.5% | -33.5% | -24.1% |
| 10Y | +332.5% | +146.5% | +186.0% | +71.4% |
| All | +1,006.8% | +203.5% | +803.3% | +247.5% |
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