+589.9%
FERG vs IEFA
+209.0%
+381.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.0% | -2.4% | +1.4% | +0.2% |
| 30D | -11.8% | -2.1% | -9.7% | -10.9% |
| 3M | -1.2% | +5.5% | -6.8% | -3.8% |
| 6M | -2.3% | +8.1% | -10.4% | -5.9% |
| YTD | +0.8% | +11.9% | -11.1% | -4.4% |
| 1Y | +0.5% | +18.1% | -17.6% | -6.9% |
| 3Y | +51.4% | +65.5% | -14.1% | +21.9% |
| 5Y | +67.5% | +50.1% | +17.4% | +36.4% |
| 10Y | +348.1% | +144.2% | +203.9% | +244.8% |
| All | +589.9% | +209.0% | +381.0% | +413.4% |
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 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