+21.1%
STM vs IEFA
+51.0%
-29.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +1.1% |
| 7D | +1.7% | -0.5% | +2.1% | +2.5% |
| 30D | -5.2% | -1.1% | -4.0% | -3.2% |
| 3M | -29.6% | +5.1% | -34.7% | -34.3% |
| 6M | +54.4% | +9.3% | +45.0% | +35.8% |
| YTD | +99.5% | +13.0% | +86.6% | +66.4% |
| 1Y | +100.8% | +19.2% | +81.6% | +53.2% |
| 3Y | +20.2% | +67.0% | -46.8% | -46.8% |
| 5Y | +21.1% | +51.1% | -30.0% | -33.1% |
| All | +21.1% | +51.0% | -29.8% | -33.1% |
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