-34.7%
UPS vs IEFA
+50.2%
-84.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -0.7% |
| 30D | -2.0% | -1.5% | -0.5% | -0.8% |
| 3M | -6.2% | +3.4% | -9.6% | -8.8% |
| 6M | +2.8% | +9.5% | -6.7% | -4.7% |
| YTD | +5.9% | +13.0% | -7.1% | -4.4% |
| 1Y | +26.2% | +18.0% | +8.2% | +10.0% |
| 3Y | -26.0% | +65.4% | -91.4% | -51.5% |
| All | -34.7% | +50.2% | -84.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling