+48.0%
IEFA vs FDS
-23.2%
+71.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.2% | +1.5% | +0.7% | +2.0% |
| 30D | +1.1% | +14.8% | -13.8% | -1.0% |
| 3M | -4.3% | +16.3% | -20.6% | -6.6% |
| 6M | +1.4% | +66.2% | -64.9% | -8.2% |
| YTD | +10.1% | +16.2% | -6.2% | +7.9% |
| 1Y | +12.9% | +21.8% | -8.9% | +8.8% |
| 3Y | +65.8% | -23.9% | +89.7% | +83.1% |
| All | +48.0% | -23.2% | +71.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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