+76.8%
SPYM vs IEFA
+65.7%
+11.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.2% |
| 7D | -1.0% | -1.6% | +0.5% | +0.1% |
| 30D | -1.3% | -1.5% | +0.2% | -0.2% |
| 3M | +3.6% | +3.4% | +0.2% | +1.0% |
| 6M | +13.3% | +9.5% | +3.8% | +5.5% |
| YTD | +12.4% | +13.0% | -0.6% | +1.8% |
| 1Y | +17.3% | +18.0% | -0.7% | +2.6% |
| 3Y | +76.8% | +65.4% | +11.4% | +16.8% |
| All | +76.8% | +65.7% | +11.0% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling