-7.5%
T vs IEFA
+18.9%
-26.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +2.2% |
| 7D | +1.5% | -1.6% | +3.0% | +1.1% |
| 30D | +7.5% | -1.5% | +9.0% | +7.1% |
| 3M | +14.8% | +3.4% | +11.4% | +15.6% |
| 6M | -1.7% | +9.5% | -11.2% | 0.0% |
| YTD | +8.7% | +13.0% | -4.4% | +9.4% |
| 1Y | -7.5% | +18.0% | -25.5% | -7.2% |
| All | -7.5% | +18.9% | -26.3% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling