+1,115.6%
V vs IEFA
+217.0%
+898.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.7% | +0.6% | -2.3% | -2.2% |
| 30D | +2.0% | +1.0% | +0.9% | +1.0% |
| 3M | +17.4% | +4.7% | +12.6% | +12.1% |
| 6M | +17.5% | +8.6% | +8.9% | +7.8% |
| YTD | +7.6% | +14.8% | -7.3% | -6.5% |
| 1Y | +7.7% | +22.6% | -14.9% | -12.0% |
| 3Y | +54.7% | +67.0% | -12.3% | -7.1% |
| 5Y | +73.0% | +52.3% | +20.8% | +13.6% |
| 10Y | +390.9% | +147.3% | +243.5% | +104.2% |
| All | +1,115.6% | +217.0% | +898.6% | +305.0% |
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 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