+1,851.9%
TER vs IEFA
+148.3%
+1,703.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.0% |
| 7D | +6.4% | -1.6% | +7.9% | +8.9% |
| 30D | -5.7% | -1.5% | -4.2% | -3.5% |
| 3M | -0.4% | +3.4% | -3.8% | -4.4% |
| 6M | +25.8% | +9.5% | +16.4% | +13.8% |
| YTD | +96.4% | +13.0% | +83.4% | +70.5% |
| 1Y | +229.2% | +18.0% | +211.2% | +170.3% |
| 3Y | +288.1% | +65.4% | +222.8% | +99.3% |
| 5Y | +219.9% | +51.6% | +168.4% | +91.6% |
| All | +1,851.9% | +148.3% | +1,703.6% | +602.8% |
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 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