+1.3%
U vs IEFA
+18.9%
-17.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.5% |
| 7D | +5.5% | -1.6% | +7.1% | +7.1% |
| 30D | -1.3% | -1.5% | +0.2% | +0.1% |
| 3M | +64.6% | +3.4% | +61.2% | +59.5% |
| 6M | +119.4% | +9.5% | +109.9% | +101.3% |
| YTD | -0.5% | +13.0% | -13.5% | -16.1% |
| 1Y | +1.3% | +18.0% | -16.7% | -20.6% |
| All | +1.3% | +18.9% | -17.6% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling