+82.0%
SPY vs IEFA
+48.7%
+33.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | -2.0% | -2.4% | +0.4% | 0.0% |
| 30D | -1.7% | -2.1% | +0.5% | +0.1% |
| 3M | +4.7% | +5.5% | -0.8% | +0.1% |
| 6M | +12.5% | +8.1% | +4.4% | +5.0% |
| YTD | +11.7% | +11.9% | -0.2% | +1.0% |
| 1Y | +17.5% | +18.1% | -0.6% | +1.4% |
| 3Y | +76.6% | +65.5% | +11.1% | +12.7% |
| 5Y | +82.0% | +50.1% | +32.0% | +26.3% |
| All | +82.0% | +48.7% | +33.4% | +26.3% |
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