+1,036.4%
STM vs IEFA
+217.0%
+819.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.7% |
| 7D | +5.8% | +0.6% | +5.2% | +4.8% |
| 30D | -1.0% | +1.0% | -2.0% | -2.5% |
| 3M | -33.3% | +4.7% | -38.0% | -36.7% |
| 6M | +57.4% | +8.6% | +48.8% | +41.6% |
| YTD | +102.2% | +14.8% | +87.4% | +66.9% |
| 1Y | +99.6% | +22.6% | +77.0% | +48.8% |
| 3Y | +14.5% | +67.0% | -52.5% | -46.0% |
| 5Y | +21.4% | +52.3% | -30.9% | -31.2% |
| 10Y | +695.0% | +147.3% | +547.6% | +142.9% |
| All | +1,036.4% | +217.0% | +819.3% | +116.1% |
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 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