+57.8%
T vs IEFA
+47.3%
+10.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | -3.8% | +1.1% | -4.8% | -4.1% |
| 3M | -8.7% | -4.3% | -4.5% | -7.7% |
| 6M | -8.1% | +1.4% | -9.5% | -8.7% |
| YTD | -6.4% | +10.1% | -16.5% | -10.0% |
| 1Y | -9.8% | +12.9% | -22.6% | -14.1% |
| 3Y | +65.5% | +65.8% | -0.3% | +32.4% |
| All | +57.8% | +47.3% | +10.5% | +29.8% |
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 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