+29.3%
V vs IEFA
+17.0%
+12.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.4% | +3.4% |
| 7D | +9.0% | +1.9% | +7.1% | +8.6% |
| 30D | +18.1% | +1.4% | +16.7% | +17.7% |
| 3M | +18.3% | -1.4% | +19.7% | +18.4% |
| 6M | +34.1% | +6.3% | +27.8% | +32.1% |
| YTD | +25.2% | +11.9% | +13.3% | +18.7% |
| 1Y | +29.3% | +17.0% | +12.3% | +18.9% |
| All | +29.3% | +17.0% | +12.3% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling