-55.8%
FIG vs IEFA
+23.1%
-78.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | +0.6% | -16.9% | -16.3% |
| 30D | -14.3% | +1.0% | -15.4% | -14.4% |
| 3M | +7.2% | +4.7% | +2.4% | +6.5% |
| 6M | -18.6% | +8.6% | -27.2% | -20.5% |
| YTD | -35.5% | +14.8% | -50.3% | -44.4% |
| 1Y | -55.8% | +22.6% | -78.4% | -67.5% |
| All | -55.8% | +23.1% | -78.9% | -67.5% |
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