+302.0%
TRV vs IEFA
+148.3%
+153.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.4% |
| 7D | +1.9% | -1.6% | +3.5% | +3.1% |
| 30D | +1.7% | -1.5% | +3.2% | +2.8% |
| 3M | +23.9% | +3.4% | +20.5% | +20.5% |
| 6M | +26.3% | +9.5% | +16.8% | +16.9% |
| YTD | +30.8% | +13.0% | +17.8% | +17.8% |
| 1Y | +36.3% | +18.0% | +18.3% | +18.6% |
| 3Y | +145.0% | +65.4% | +79.7% | +60.6% |
| 5Y | +163.9% | +51.6% | +112.3% | +85.5% |
| All | +302.0% | +148.3% | +153.7% | +90.2% |
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