+614.8%
FLEX vs IEFA
+148.4%
+466.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.2% | -4.2% |
| 7D | +7.5% | +2.2% | +5.2% | +4.4% |
| 30D | -25.3% | +1.1% | -26.3% | -26.1% |
| 3M | -39.7% | -4.3% | -35.4% | -35.2% |
| 6M | -47.9% | +1.4% | -49.2% | -48.0% |
| YTD | +24.1% | +10.1% | +14.0% | +11.3% |
| 1Y | +26.0% | +12.9% | +13.1% | +9.3% |
| 3Y | +282.7% | +65.8% | +216.9% | +95.2% |
| 5Y | +424.2% | +47.7% | +376.6% | +218.3% |
| All | +614.8% | +148.4% | +466.4% | +161.3% |
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 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