+101.8%
USB vs IEFA
+67.5%
+34.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.5% |
| 30D | +6.4% | +0.7% | +5.8% | +5.9% |
| 3M | -4.5% | -3.4% | -1.1% | -1.9% |
| 6M | +11.4% | +1.5% | +9.9% | +9.7% |
| YTD | +17.1% | +10.4% | +6.7% | +6.7% |
| 1Y | +32.6% | +13.4% | +19.2% | +17.8% |
| 3Y | +101.8% | +66.7% | +35.2% | +10.8% |
| All | +101.8% | +67.5% | +34.4% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling