+3,601.2%
FIX vs IEFA
+148.0%
+3,453.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.0% |
| 7D | +16.9% | +1.3% | +15.6% | +15.3% |
| 30D | -30.6% | +0.1% | -30.8% | -30.7% |
| 3M | -35.1% | -4.2% | -30.9% | -31.5% |
| 6M | -44.0% | +1.9% | -45.9% | -44.9% |
| YTD | +21.0% | +9.9% | +11.1% | +9.2% |
| 1Y | +16.2% | +11.5% | +4.6% | +3.3% |
| 3Y | +506.9% | +66.0% | +440.9% | +237.7% |
| 5Y | +1,051.1% | +47.5% | +1,003.6% | +642.5% |
| All | +3,601.2% | +148.0% | +3,453.2% | +1,220.2% |
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 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