+62.0%
IEFA vs FGI
-69.1%
+131.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.1% |
| 7D | -0.5% | +14.7% | -15.1% | -0.6% |
| 30D | -1.1% | +67.0% | -68.1% | -2.1% |
| 3M | +5.1% | +31.0% | -25.9% | +4.2% |
| 6M | +9.3% | +126.8% | -117.5% | +7.1% |
| YTD | +13.0% | +35.6% | -22.7% | +11.3% |
| 1Y | +19.2% | +108.9% | -89.8% | +16.0% |
| 3Y | +67.0% | -0.3% | +67.2% | +63.4% |
| All | +62.0% | -69.1% | +131.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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