+203.9%
IEFA vs FFIV
+224.3%
-20.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | +1.3% | +1.9% | -0.6% | +0.8% |
| 30D | +0.1% | -33.3% | +33.4% | +10.0% |
| 3M | -4.2% | -24.9% | +20.7% | +1.7% |
| 6M | +1.9% | -10.5% | +12.4% | +2.8% |
| YTD | +9.9% | +24.4% | -14.5% | +0.6% |
| 1Y | +11.5% | +32.3% | -20.7% | +0.3% |
| 3Y | +66.0% | +99.7% | -33.7% | +29.8% |
| 5Y | +47.5% | +38.4% | +9.0% | +25.3% |
| 10Y | +146.5% | +125.0% | +21.4% | +75.2% |
| All | +203.9% | +224.3% | -20.4% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling