+252.8%
SPOT vs IEFA
+98.6%
+154.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.2% |
| 7D | -3.1% | -1.6% | -1.5% | -1.6% |
| 30D | +7.4% | -1.5% | +8.9% | +8.9% |
| 3M | +8.2% | +3.4% | +4.8% | +4.4% |
| 6M | +2.2% | +9.5% | -7.3% | -7.6% |
| YTD | -9.5% | +13.0% | -22.5% | -21.1% |
| 1Y | -23.8% | +18.0% | -41.8% | -36.6% |
| 3Y | +233.5% | +65.4% | +168.1% | +95.8% |
| 5Y | +112.2% | +51.6% | +60.6% | +35.8% |
| All | +252.8% | +98.6% | +154.3% | +77.4% |
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