+644.6%
STM vs IEFA
+145.9%
+498.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | 0.0% |
| 7D | -1.1% | -2.4% | +1.4% | +3.2% |
| 30D | -7.8% | -2.1% | -5.7% | -4.3% |
| 3M | -28.2% | +5.5% | -33.7% | -33.3% |
| 6M | +52.0% | +8.1% | +43.9% | +36.8% |
| YTD | +96.4% | +11.9% | +84.5% | +67.3% |
| 1Y | +98.8% | +18.1% | +80.8% | +55.2% |
| 3Y | +18.3% | +65.5% | -47.2% | -46.0% |
| 5Y | +17.7% | +50.1% | -32.3% | -34.2% |
| All | +644.6% | +145.9% | +498.7% | +119.8% |
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 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