-61.1%
FISV vs IEFA
+23.1%
-84.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.1% | +1.0% | -3.1% | -2.4% |
| 3M | -5.7% | +4.7% | -10.5% | -7.3% |
| 6M | -15.3% | +8.6% | -23.9% | -18.6% |
| YTD | -21.1% | +14.8% | -35.9% | -31.0% |
| 1Y | -61.1% | +22.6% | -83.7% | -67.3% |
| All | -61.1% | +23.1% | -84.2% | -67.3% |
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