+204.4%
IEFA vs FDS
+320.9%
-116.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +1.1% | +14.8% | -13.8% | -2.9% |
| 3M | -4.3% | +16.3% | -20.6% | -8.8% |
| 6M | +1.4% | +66.2% | -64.9% | -14.7% |
| YTD | +10.1% | +16.2% | -6.2% | +2.5% |
| 1Y | +12.9% | +21.8% | -8.9% | +3.1% |
| 3Y | +65.8% | -23.9% | +89.7% | +76.2% |
| 5Y | +47.7% | -23.1% | +70.8% | +53.9% |
| 10Y | +146.8% | +128.7% | +18.1% | +60.9% |
| All | +204.4% | +320.9% | -116.5% | +65.3% |
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