+75.9%
UBER vs IEFA
+108.6%
-32.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.7% |
| 7D | -2.8% | +1.2% | -4.0% | -4.2% |
| 30D | -2.5% | -0.6% | -1.9% | -1.8% |
| 3M | +4.4% | +6.2% | -1.8% | -3.8% |
| 6M | -2.7% | +11.2% | -13.8% | -16.0% |
| YTD | -10.5% | +14.2% | -24.7% | -26.1% |
| 1Y | -22.5% | +20.0% | -42.5% | -40.2% |
| 3Y | +54.8% | +68.8% | -14.0% | -25.8% |
| 5Y | +82.5% | +52.7% | +29.9% | +3.5% |
| All | +75.9% | +108.6% | -32.7% | -37.3% |
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