+464.3%
FLEX vs IEFA
+65.6%
+398.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | +0.2% |
| 7D | +6.4% | -0.5% | +6.8% | +7.1% |
| 30D | -5.9% | -1.1% | -4.8% | -4.2% |
| 3M | -23.5% | +5.1% | -28.5% | -28.6% |
| 6M | +83.7% | +9.3% | +74.4% | +64.7% |
| YTD | +86.5% | +13.0% | +73.5% | +59.4% |
| 1Y | +100.5% | +19.2% | +81.3% | +60.2% |
| All | +464.3% | +65.6% | +398.7% | +220.8% |
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