+69.6%
V vs IEFA
+48.7%
+20.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -3.0% | -2.4% | -0.6% | -1.4% |
| 30D | +1.2% | -2.1% | +3.3% | +2.7% |
| 3M | +13.9% | +5.5% | +8.4% | +9.4% |
| 6M | +17.2% | +8.1% | +9.1% | +9.9% |
| YTD | +5.3% | +11.9% | -6.6% | -4.1% |
| 1Y | +9.5% | +18.1% | -8.6% | -4.5% |
| 3Y | +51.9% | +65.5% | -13.5% | -1.2% |
| 5Y | +69.6% | +50.1% | +19.5% | +21.0% |
| All | +69.6% | +48.7% | +20.9% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling