+68.3%
T vs IEFA
+48.7%
+19.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | +4.3% | -2.1% | +6.4% | +4.9% |
| 3M | +11.6% | +5.5% | +6.0% | +9.6% |
| 6M | -5.6% | +8.1% | -13.7% | -8.2% |
| YTD | +6.6% | +11.9% | -5.4% | +2.0% |
| 1Y | -8.4% | +18.1% | -26.5% | -14.1% |
| 3Y | +107.8% | +65.5% | +42.4% | +66.9% |
| 5Y | +68.3% | +50.1% | +18.2% | +37.4% |
| All | +68.3% | +48.7% | +19.6% | +37.4% |
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