+494.4%
TEAM vs IEFA
+148.3%
+346.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.9% |
| 7D | -5.2% | -1.6% | -3.6% | -3.8% |
| 30D | +15.8% | -1.5% | +17.3% | +17.4% |
| 3M | +101.5% | +3.4% | +98.0% | +94.5% |
| 6M | +138.2% | +9.5% | +128.7% | +114.3% |
| YTD | +10.8% | +13.0% | -2.2% | -4.6% |
| 1Y | +1.7% | +18.0% | -16.3% | -16.4% |
| 3Y | -16.0% | +65.4% | -81.4% | -51.1% |
| 5Y | -52.7% | +51.6% | -104.3% | -70.0% |
| All | +494.4% | +148.3% | +346.1% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling