+250.1%
SPOT vs IEFA
+96.6%
+153.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.6% |
| 7D | -6.9% | -2.4% | -4.4% | -4.7% |
| 30D | +4.1% | -2.1% | +6.2% | +6.2% |
| 3M | +3.7% | +5.5% | -1.8% | -2.1% |
| 6M | -1.6% | +8.1% | -9.7% | -10.0% |
| YTD | -10.2% | +11.9% | -22.1% | -20.9% |
| 1Y | -25.9% | +18.1% | -44.0% | -38.4% |
| 3Y | +235.6% | +65.5% | +170.1% | +96.8% |
| 5Y | +110.6% | +50.1% | +60.5% | +36.0% |
| All | +250.1% | +96.6% | +153.5% | +77.7% |
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