+16,949.2%
FIX vs IEFA
+217.0%
+16,732.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.0% | +0.6% | +5.4% | +5.3% |
| 30D | -7.2% | +1.0% | -8.3% | -8.4% |
| 3M | -15.9% | +4.7% | -20.6% | -19.7% |
| 6M | +12.7% | +8.6% | +4.2% | +3.9% |
| YTD | +72.8% | +14.8% | +58.0% | +49.7% |
| 1Y | +122.9% | +22.6% | +100.3% | +80.3% |
| 3Y | +774.3% | +67.0% | +707.3% | +409.1% |
| 5Y | +2,049.5% | +52.3% | +1,997.2% | +1,285.0% |
| 10Y | +5,821.5% | +147.3% | +5,674.1% | +2,229.9% |
| All | +16,949.2% | +217.0% | +16,732.2% | +4,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling