-80.3%
FIG vs IEFA
+26.4%
-106.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.6% |
| 7D | -16.4% | +1.2% | -17.5% | -16.4% |
| 30D | -2.3% | -0.6% | -1.7% | -2.3% |
| 3M | +7.8% | +6.2% | +1.6% | +6.8% |
| 6M | -21.8% | +11.2% | -33.0% | -25.1% |
| YTD | -39.1% | +14.2% | -53.3% | -45.6% |
| 1Y | -56.6% | +20.0% | -76.7% | -63.7% |
| All | -80.3% | +26.4% | -106.7% | -83.2% |
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