+83.6%
USB vs IEFA
+147.6%
-64.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -0.5% | -1.1% | +0.5% | +0.5% |
| 30D | +5.7% | +1.3% | +4.4% | +4.2% |
| 3M | -4.7% | -3.2% | -1.5% | -1.5% |
| 6M | +13.4% | +2.0% | +11.4% | +10.4% |
| YTD | +17.0% | +10.7% | +6.3% | +3.3% |
| 1Y | +32.4% | +13.0% | +19.4% | +14.3% |
| 3Y | +101.7% | +67.1% | +34.5% | +10.7% |
| 5Y | +24.4% | +49.4% | -25.0% | -21.7% |
| 10Y | +83.6% | +148.2% | -64.6% | -28.8% |
| All | +83.6% | +147.6% | -64.1% | -28.8% |
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