+161.6%
FISV vs IEFA
+209.0%
-47.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | -7.2% | -2.4% | -4.8% | -5.3% |
| 30D | -7.2% | -2.1% | -5.1% | -5.5% |
| 3M | -8.2% | +5.5% | -13.7% | -12.6% |
| 6M | -17.7% | +8.1% | -25.8% | -23.8% |
| YTD | -27.2% | +11.9% | -39.1% | -34.7% |
| 1Y | -63.0% | +18.1% | -81.0% | -68.2% |
| 3Y | -59.8% | +65.5% | -125.2% | -74.8% |
| 5Y | -55.8% | +50.1% | -105.8% | -69.9% |
| 10Y | -2.4% | +144.2% | -146.7% | -57.2% |
| All | +161.6% | +209.0% | -47.4% | -4.9% |
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