-37.5%
U vs IEFA
+95.5%
-133.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.7% |
| 7D | +4.5% | +1.2% | +3.3% | +2.3% |
| 30D | -0.6% | -0.6% | 0.0% | +0.4% |
| 3M | +48.4% | +6.2% | +42.2% | +32.4% |
| 6M | +115.4% | +11.2% | +104.2% | +74.1% |
| YTD | -3.2% | +14.2% | -17.4% | -26.4% |
| 1Y | -6.0% | +20.0% | -26.1% | -35.1% |
| 3Y | +13.5% | +68.8% | -55.3% | -58.9% |
| 5Y | -68.0% | +52.7% | -120.7% | -86.8% |
| All | -37.5% | +95.5% | -133.0% | -75.9% |
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