+215.7%
IEFA vs FDX
+406.9%
-191.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.2% |
| 7D | +1.2% | -3.3% | +4.5% | +2.1% |
| 30D | -0.6% | -1.4% | +0.8% | -0.3% |
| 3M | +6.2% | -4.5% | +10.7% | +7.4% |
| 6M | +11.2% | +9.4% | +1.8% | +7.6% |
| YTD | +14.2% | +36.0% | -21.8% | +3.5% |
| 1Y | +20.0% | +75.5% | -55.5% | +0.8% |
| 3Y | +68.8% | +62.8% | +6.0% | +40.3% |
| 5Y | +52.7% | +64.4% | -11.7% | +22.5% |
| 10Y | +144.2% | +175.5% | -31.2% | +47.0% |
| All | +215.7% | +406.9% | -191.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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