+2.0%
FISV vs IEFA
+148.3%
-146.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.5% |
| 7D | -2.7% | -1.6% | -1.1% | -1.3% |
| 30D | 0.0% | -1.5% | +1.5% | +1.5% |
| 3M | -2.8% | +3.4% | -6.2% | -5.9% |
| 6M | -11.8% | +9.5% | -21.3% | -19.6% |
| YTD | -23.2% | +13.0% | -36.3% | -32.1% |
| 1Y | -62.0% | +18.0% | -80.0% | -67.6% |
| 3Y | -57.6% | +65.4% | -123.0% | -74.3% |
| 5Y | -53.4% | +51.6% | -105.0% | -69.2% |
| All | +2.0% | +148.3% | -146.4% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling