+22.0%
VZ vs IEFA
+19.3%
+2.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +5.8% | -1.1% | +6.9% | +5.6% |
| 3M | +10.5% | +5.1% | +5.4% | +11.2% |
| 6M | +1.8% | +9.3% | -7.5% | +3.0% |
| YTD | +28.3% | +13.0% | +15.3% | +28.0% |
| 1Y | +22.0% | +19.2% | +2.8% | +19.4% |
| All | +22.0% | +19.3% | +2.7% | +19.4% |
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 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