+217.5%
IEFA vs FE
+87.3%
+130.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.6% | +1.9% | -1.4% | +0.1% |
| 30D | +1.0% | -1.2% | +2.2% | +1.3% |
| 3M | +4.7% | +3.5% | +1.2% | +3.7% |
| 6M | +8.6% | -6.1% | +14.6% | +10.1% |
| YTD | +14.8% | +7.6% | +7.2% | +12.4% |
| 1Y | +22.6% | +11.9% | +10.7% | +18.7% |
| 3Y | +67.0% | +48.4% | +18.6% | +49.0% |
| 5Y | +52.3% | +44.8% | +7.5% | +35.7% |
| 10Y | +147.3% | +115.9% | +31.5% | +99.9% |
| All | +217.5% | +87.3% | +130.2% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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