+1,669.0%
FLEX vs IEFA
+203.5%
+1,465.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.2% |
| 7D | +17.1% | +1.3% | +15.8% | +15.4% |
| 30D | -29.5% | +0.1% | -29.7% | -29.3% |
| 3M | -37.3% | -4.2% | -33.1% | -33.1% |
| 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% | +11.2% |
| 3Y | +297.3% | +66.0% | +231.4% | +118.0% |
| 5Y | +446.2% | +47.5% | +398.7% | +249.8% |
| 10Y | +643.7% | +146.5% | +497.2% | +181.9% |
| All | +1,669.0% | +203.5% | +1,465.5% | +414.5% |
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 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