+128.1%
FIX vs IEFA
+19.3%
+108.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -0.1% |
| 7D | +3.5% | -0.5% | +4.0% | +4.4% |
| 30D | -3.5% | -1.1% | -2.4% | -1.6% |
| 3M | -11.8% | +5.1% | -16.8% | -18.7% |
| 6M | +17.8% | +9.3% | +8.5% | +1.3% |
| YTD | +73.3% | +13.0% | +60.4% | +36.2% |
| 1Y | +128.1% | +19.2% | +108.9% | +62.3% |
| All | +128.1% | +19.3% | +108.9% | +62.3% |
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