+29.0%
UPS vs IEFA
+23.1%
+5.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.3% |
| 30D | -3.5% | +1.0% | -4.5% | -4.3% |
| 3M | -5.7% | +4.7% | -10.4% | -9.1% |
| 6M | -4.4% | +8.6% | -12.9% | -10.0% |
| YTD | +8.0% | +14.8% | -6.8% | -3.0% |
| 1Y | +29.0% | +22.6% | +6.4% | +8.7% |
| All | +29.0% | +23.1% | +5.9% | +8.7% |
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