+2,871.2%
TER vs IEFA
+215.2%
+2,656.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +5.0% |
| 7D | +11.0% | +1.2% | +9.8% | +9.1% |
| 30D | -1.9% | -0.6% | -1.3% | -1.0% |
| 3M | -0.7% | +6.2% | -6.9% | -7.5% |
| 6M | +36.4% | +11.2% | +25.2% | +22.0% |
| YTD | +92.4% | +14.2% | +78.3% | +67.0% |
| 1Y | +213.5% | +20.0% | +193.5% | +156.2% |
| 3Y | +277.2% | +68.8% | +208.5% | +100.6% |
| 5Y | +219.1% | +52.7% | +166.5% | +98.8% |
| 10Y | +1,744.2% | +144.2% | +1,600.0% | +602.1% |
| All | +2,871.2% | +215.2% | +2,656.0% | +694.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling