+446.8%
FLEX vs IEFA
+47.1%
+399.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.1% |
| 7D | +17.1% | +1.3% | +15.8% | +15.3% |
| 30D | -29.5% | +0.1% | -29.7% | -29.3% |
| 3M | -37.3% | -4.2% | -33.1% | -32.9% |
| 6M | -44.1% | +1.9% | -46.0% | -44.5% |
| YTD | +29.3% | +9.9% | +19.4% | +17.7% |
| 1Y | +24.2% | +11.5% | +12.6% | +11.3% |
| 3Y | +297.3% | +66.0% | +231.4% | +124.1% |
| All | +446.8% | +47.1% | +399.7% | +259.5% |
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