+98.3%
USB vs IEFA
+67.4%
+30.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +0.6% | +0.9% | +0.9% |
| 30D | -1.3% | +1.0% | -2.3% | -2.2% |
| 3M | +15.2% | +4.7% | +10.5% | +10.5% |
| 6M | +18.8% | +8.6% | +10.3% | +10.1% |
| YTD | +21.0% | +14.8% | +6.2% | +5.8% |
| 1Y | +34.0% | +22.6% | +11.4% | +9.7% |
| All | +98.3% | +67.4% | +30.8% | +2.8% |
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