+142.2%
IEFA vs FFIV
+238.2%
-96.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | -2.1% | -3.7% | +1.6% | -1.2% |
| 3M | +5.5% | +2.0% | +3.6% | +4.4% |
| 6M | +8.1% | +39.3% | -31.1% | -2.7% |
| YTD | +11.9% | +56.1% | -44.2% | -3.2% |
| 1Y | +18.1% | +22.0% | -3.9% | +9.4% |
| 3Y | +65.5% | +148.2% | -82.7% | +20.0% |
| 5Y | +50.1% | +96.3% | -46.3% | +14.5% |
| All | +142.2% | +238.2% | -96.0% | +51.0% |
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