+84.9%
USB vs IEFA
+145.4%
-60.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.4% | +1.1% | +0.3% | +0.2% |
| 30D | +6.4% | +0.7% | +5.8% | +5.6% |
| 3M | -4.5% | -3.4% | -1.1% | -1.1% |
| 6M | +11.4% | +1.5% | +9.9% | +9.0% |
| YTD | +17.1% | +10.4% | +6.7% | +3.7% |
| 1Y | +32.6% | +13.4% | +19.2% | +14.0% |
| 3Y | +101.8% | +66.7% | +35.2% | +11.1% |
| 5Y | +25.1% | +49.5% | -24.4% | -21.3% |
| 10Y | +84.9% | +145.8% | -60.9% | -27.4% |
| All | +84.9% | +145.4% | -60.6% | -27.4% |
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