+72.4%
UBER vs IEFA
+106.6%
-34.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.5% |
| 7D | -5.4% | -1.6% | -3.8% | -3.5% |
| 30D | -4.9% | -1.5% | -3.4% | -3.1% |
| 3M | +3.0% | +3.4% | -0.4% | -1.7% |
| 6M | -4.4% | +9.5% | -13.9% | -15.9% |
| YTD | -12.3% | +13.0% | -25.3% | -26.7% |
| 1Y | -24.3% | +18.0% | -42.3% | -40.3% |
| 3Y | +46.4% | +65.4% | -18.9% | -27.9% |
| 5Y | +79.7% | +51.6% | +28.1% | +2.8% |
| All | +72.4% | +106.6% | -34.2% | -37.8% |
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