+215.7%
IEFA vs FFIV
+297.8%
-82.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.2% | -1.5% | +2.7% | +1.6% |
| 30D | -0.6% | -2.7% | +2.1% | 0.0% |
| 3M | +6.2% | -1.7% | +7.9% | +6.2% |
| 6M | +11.2% | +36.1% | -25.0% | +1.4% |
| YTD | +14.2% | +52.6% | -38.5% | +0.5% |
| 1Y | +20.0% | +21.5% | -1.5% | +11.8% |
| 3Y | +68.8% | +142.7% | -73.9% | +27.1% |
| 5Y | +52.7% | +92.6% | -39.9% | +20.3% |
| 10Y | +144.2% | +225.5% | -81.3% | +60.8% |
| All | +215.7% | +297.8% | -82.2% | +95.4% |
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