-26.2%
UPS vs IEFA
+64.1%
-90.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | -3.4% | -2.4% | -1.0% | -1.6% |
| 30D | -2.7% | -2.1% | -0.6% | -1.1% |
| 3M | -1.6% | +5.5% | -7.2% | -5.7% |
| 6M | +2.3% | +8.1% | -5.8% | -3.9% |
| YTD | +5.6% | +11.9% | -6.3% | -3.6% |
| 1Y | +27.1% | +18.1% | +9.0% | +11.1% |
| All | -26.2% | +64.1% | -90.3% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling