+292.2%
TER vs IEFA
+65.6%
+226.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +5.2% |
| 7D | +12.4% | -0.5% | +12.8% | +13.1% |
| 30D | +5.1% | -1.1% | +6.2% | +7.3% |
| 3M | +4.0% | +5.1% | -1.1% | -3.9% |
| 6M | +29.5% | +9.3% | +20.2% | +14.7% |
| YTD | +98.5% | +13.0% | +85.5% | +67.7% |
| 1Y | +234.1% | +19.2% | +214.9% | +161.1% |
| All | +292.2% | +65.6% | +226.6% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling