+105.9%
USB vs IEFA
+143.7%
-37.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +2.1% | +1.2% | +0.9% | +0.9% |
| 30D | -2.3% | -0.6% | -1.7% | -1.7% |
| 3M | +13.9% | +6.2% | +7.7% | +6.3% |
| 6M | +21.6% | +11.2% | +10.4% | +7.4% |
| YTD | +19.3% | +14.2% | +5.2% | +2.1% |
| 1Y | +33.6% | +20.0% | +13.5% | +8.0% |
| 3Y | +97.7% | +68.8% | +28.9% | +8.3% |
| 5Y | +40.4% | +52.7% | -12.2% | -13.3% |
| 10Y | +105.9% | +144.2% | -38.3% | -21.3% |
| All | +105.9% | +143.7% | -37.7% | -21.3% |
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