+81.3%
USB vs IEFA
+148.4%
-67.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.7% |
| 7D | +2.6% | +2.2% | +0.4% | +0.2% |
| 30D | +8.4% | +1.1% | +7.3% | +7.1% |
| 3M | -5.5% | -4.3% | -1.3% | -1.2% |
| 6M | +17.7% | +1.4% | +16.4% | +15.3% |
| YTD | +17.6% | +10.1% | +7.5% | +4.4% |
| 1Y | +33.9% | +12.9% | +21.0% | +15.6% |
| 3Y | +103.8% | +65.8% | +38.0% | +12.8% |
| 5Y | +25.6% | +47.7% | -22.1% | -19.9% |
| All | +81.3% | +148.4% | -67.1% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling