+506.7%
FIX vs IEFA
+66.8%
+439.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +4.9% |
| 7D | -7.2% | +1.1% | -8.3% | -8.9% |
| 30D | -35.1% | +1.2% | -36.3% | -36.3% |
| 3M | -34.3% | -3.4% | -30.9% | -30.8% |
| 6M | -42.9% | +2.0% | -45.0% | -44.3% |
| YTD | +19.5% | +11.0% | +8.5% | +3.8% |
| 1Y | +16.8% | +15.2% | +1.5% | -3.3% |
| 3Y | +506.7% | +68.4% | +438.3% | +171.7% |
| All | +506.7% | +66.8% | +439.9% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling