-51.7%
FIG vs IEFA
+17.0%
-68.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +5.2% |
| 7D | -4.7% | +1.9% | -6.5% | -4.7% |
| 30D | +0.5% | +1.4% | -0.9% | +0.5% |
| 3M | -18.4% | -1.4% | -17.0% | -18.6% |
| 6M | +10.9% | +6.3% | +4.6% | +9.4% |
| YTD | -40.8% | +11.9% | -52.7% | -47.2% |
| 1Y | -51.7% | +17.0% | -68.7% | -60.6% |
| All | -51.7% | +17.0% | -68.7% | -60.6% |
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 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