+3,644.4%
FIX vs IEFA
+145.4%
+3,499.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | 0.0% |
| 7D | -13.9% | +1.1% | -15.1% | -15.3% |
| 30D | -35.5% | +0.7% | -36.2% | -36.1% |
| 3M | -33.9% | -3.4% | -30.6% | -31.1% |
| 6M | -43.3% | +1.5% | -44.8% | -44.0% |
| YTD | +18.7% | +10.4% | +8.3% | +6.4% |
| 1Y | +13.8% | +13.4% | +0.4% | -0.9% |
| 3Y | +495.0% | +66.7% | +428.3% | +229.4% |
| 5Y | +1,049.0% | +49.5% | +999.6% | +628.5% |
| 10Y | +3,644.4% | +145.8% | +3,498.7% | +1,277.2% |
| All | +3,644.4% | +145.4% | +3,499.0% | +1,277.2% |
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