+2,379.9%
FLEX vs IEFA
+217.0%
+2,162.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | -0.9% | +0.6% | -1.5% | -1.6% |
| 30D | -10.1% | +1.0% | -11.2% | -11.3% |
| 3M | -31.3% | +4.7% | -36.1% | -34.9% |
| 6M | +71.3% | +8.6% | +62.7% | +57.2% |
| YTD | +81.2% | +14.8% | +66.4% | +54.6% |
| 1Y | +98.5% | +22.6% | +75.9% | +56.4% |
| 3Y | +428.2% | +67.0% | +361.2% | +184.6% |
| 5Y | +657.3% | +52.3% | +605.0% | +361.4% |
| 10Y | +995.9% | +147.3% | +848.6% | +303.4% |
| All | +2,379.9% | +217.0% | +2,162.8% | +576.1% |
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