+124.5%
UPS vs IEFA
+211.8%
-87.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.4% |
| 30D | -3.7% | -1.1% | -2.6% | -3.0% |
| 3M | -6.6% | +5.1% | -11.6% | -9.8% |
| 6M | +2.6% | +9.3% | -6.7% | -4.0% |
| YTD | +4.8% | +13.0% | -8.2% | -4.2% |
| 1Y | +25.3% | +19.2% | +6.1% | +10.2% |
| 3Y | -26.9% | +67.0% | -93.8% | -49.7% |
| 5Y | -33.5% | +51.1% | -84.6% | -51.2% |
| 10Y | +36.1% | +146.5% | -110.4% | -28.3% |
| All | +124.5% | +211.8% | -87.4% | -2.6% |
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