+215.7%
IEFA vs FDS
+265.6%
-50.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.6% |
| 7D | +1.2% | -5.4% | +6.5% | +2.7% |
| 30D | -0.6% | +1.6% | -2.2% | -1.2% |
| 3M | +6.2% | +17.7% | -11.5% | +0.1% |
| 6M | +11.2% | +29.1% | -17.9% | +0.5% |
| YTD | +14.2% | +1.0% | +13.2% | +11.1% |
| 1Y | +20.0% | -21.6% | +41.6% | +26.8% |
| 3Y | +68.8% | -30.1% | +98.9% | +83.4% |
| 5Y | +52.7% | -20.7% | +73.4% | +55.4% |
| 10Y | +144.2% | +78.3% | +65.9% | +73.7% |
| All | +215.7% | +265.6% | -50.0% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling