+199.8%
TER vs IEFA
+23.1%
+176.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.1% |
| 7D | +0.6% | +0.6% | 0.0% | -0.9% |
| 30D | -8.3% | +1.0% | -9.4% | -10.7% |
| 3M | -12.2% | +4.7% | -17.0% | -20.4% |
| 6M | +17.0% | +8.6% | +8.5% | -0.1% |
| YTD | +84.6% | +14.8% | +69.8% | +37.7% |
| 1Y | +199.8% | +22.6% | +177.2% | +97.1% |
| All | +199.8% | +23.1% | +176.7% | +97.1% |
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 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