-80.8%
FIG vs IEFA
+23.9%
-104.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -12.2% | -2.4% | -9.8% | -12.1% |
| 30D | -11.0% | -2.1% | -8.9% | -10.8% |
| 3M | +11.9% | +5.5% | +6.3% | +10.5% |
| 6M | -21.9% | +8.1% | -30.0% | -24.7% |
| YTD | -40.8% | +11.9% | -52.7% | -46.9% |
| 1Y | -56.6% | +18.1% | -74.7% | -63.6% |
| All | -80.8% | +23.9% | -104.7% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling