+228.2%
TER vs IEFA
+51.0%
+177.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +5.0% |
| 7D | +12.4% | -0.5% | +12.8% | +13.1% |
| 30D | +5.1% | -1.1% | +6.2% | +7.1% |
| 3M | +4.0% | +5.1% | -1.1% | -3.1% |
| 6M | +29.5% | +9.3% | +20.2% | +15.9% |
| YTD | +98.5% | +13.0% | +85.5% | +69.7% |
| 1Y | +234.1% | +19.2% | +214.9% | +164.5% |
| 3Y | +289.0% | +67.0% | +222.0% | +85.4% |
| 5Y | +228.2% | +51.1% | +177.1% | +98.5% |
| All | +228.2% | +51.0% | +177.2% | +98.5% |
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