+115.3%
SPOT vs IEFA
+50.2%
+65.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.3% |
| 7D | -3.1% | -1.6% | -1.5% | -1.4% |
| 30D | +7.4% | -1.5% | +8.9% | +9.1% |
| 3M | +8.2% | +3.4% | +4.8% | +3.7% |
| 6M | +2.2% | +9.5% | -7.3% | -9.5% |
| YTD | -9.5% | +13.0% | -22.5% | -23.5% |
| 1Y | -23.8% | +18.0% | -41.8% | -39.4% |
| 3Y | +233.5% | +65.4% | +168.1% | +64.0% |
| All | +115.3% | +50.2% | +65.1% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling