+148.1%
IEFA vs FFIV
+118.6%
+29.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | +2.2% | -0.5% | +2.8% | +2.4% |
| 30D | +1.1% | -32.4% | +33.5% | +11.2% |
| 3M | -4.3% | -25.7% | +21.4% | +2.2% |
| 6M | +1.4% | -13.5% | +14.9% | +3.1% |
| YTD | +10.1% | +21.1% | -11.0% | +0.4% |
| 1Y | +12.9% | +29.4% | -16.5% | +0.8% |
| 3Y | +65.8% | +94.9% | -29.1% | +26.0% |
| 5Y | +47.7% | +34.7% | +12.9% | +23.6% |
| All | +148.1% | +118.6% | +29.6% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling