+187.5%
USB vs IEFA
+199.7%
-12.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | +0.9% |
| 7D | -1.5% | -1.7% | +0.2% | +0.2% |
| 30D | +4.3% | -1.8% | +6.1% | +6.1% |
| 3M | -6.1% | -4.5% | -1.6% | -1.8% |
| 6M | +9.4% | +1.8% | +7.6% | +6.9% |
| YTD | +15.2% | +8.5% | +6.6% | +4.9% |
| 1Y | +32.8% | +12.8% | +20.0% | +16.3% |
| 3Y | +91.3% | +62.5% | +28.8% | +14.7% |
| 5Y | +22.7% | +44.8% | -22.2% | -16.9% |
| 10Y | +97.0% | +144.6% | -47.5% | -16.7% |
| All | +187.5% | +199.7% | -12.2% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling