+2,185.6%
FIX vs IEFA
+52.0%
+2,133.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.1% |
| 7D | +6.1% | +1.2% | +4.9% | +4.5% |
| 30D | -2.7% | -0.6% | -2.1% | -2.0% |
| 3M | -10.9% | +6.2% | -17.2% | -16.8% |
| 6M | +29.0% | +11.2% | +17.8% | +14.7% |
| YTD | +76.9% | +14.2% | +62.7% | +53.0% |
| 1Y | +130.7% | +20.0% | +110.7% | +89.6% |
| 3Y | +790.7% | +68.8% | +721.9% | +413.3% |
| 5Y | +2,185.6% | +52.7% | +2,132.9% | +1,408.1% |
| All | +2,185.6% | +52.0% | +2,133.5% | +1,408.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling