+2,006.3%
TER vs IEFA
+203.5%
+1,802.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +0.2% |
| 7D | +24.0% | +1.3% | +22.7% | +22.2% |
| 30D | -30.6% | +0.1% | -30.8% | -30.3% |
| 3M | -34.5% | -4.2% | -30.3% | -29.7% |
| 6M | -26.4% | +1.9% | -28.3% | -26.2% |
| YTD | +36.4% | +9.9% | +26.5% | +26.0% |
| 1Y | +47.4% | +11.5% | +35.9% | +34.1% |
| 3Y | +202.6% | +66.0% | +136.6% | +66.7% |
| 5Y | +83.9% | +47.5% | +36.4% | +21.2% |
| 10Y | +1,068.0% | +146.5% | +921.5% | +351.9% |
| All | +2,006.3% | +203.5% | +1,802.8% | +499.6% |
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