+1,115.5%
FLEX vs IEFA
+148.3%
+967.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +5.7% |
| 7D | +5.7% | -1.6% | +7.3% | +8.3% |
| 30D | -7.0% | -1.5% | -5.5% | -4.8% |
| 3M | -23.8% | +3.4% | -27.2% | -27.0% |
| 6M | +82.6% | +9.5% | +73.2% | +64.3% |
| YTD | +91.6% | +13.0% | +78.6% | +64.4% |
| 1Y | +100.6% | +18.0% | +82.5% | +62.8% |
| 3Y | +479.8% | +65.4% | +414.4% | +195.3% |
| 5Y | +746.5% | +51.6% | +694.9% | +392.5% |
| All | +1,115.5% | +148.3% | +967.2% | +320.9% |
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