+105.8%
V vs IEFA
+47.8%
+58.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.4% | +1.3% | -1.6% | -1.3% |
| 30D | +6.3% | +0.1% | +6.2% | +6.2% |
| 3M | +17.2% | -4.2% | +21.4% | +20.5% |
| 6M | +29.2% | +1.9% | +27.4% | +26.9% |
| YTD | +20.8% | +9.9% | +10.9% | +11.2% |
| 1Y | +25.0% | +11.5% | +13.5% | +13.7% |
| 3Y | +75.3% | +66.0% | +9.3% | +13.0% |
| 5Y | +105.8% | +47.5% | +58.4% | +54.6% |
| All | +105.8% | +47.8% | +58.1% | +54.6% |
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