+57.6%
IEFA vs FGI
-66.3%
+124.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.7% |
| 7D | +1.3% | +13.5% | -12.2% | +1.2% |
| 30D | +0.1% | +17.1% | -17.0% | 0.0% |
| 3M | -4.2% | +78.0% | -82.2% | -5.3% |
| 6M | +1.9% | +46.4% | -44.5% | +0.8% |
| YTD | +9.9% | +47.7% | -37.8% | +8.2% |
| 1Y | +11.5% | +56.8% | -45.3% | +9.5% |
| 3Y | +66.0% | +12.3% | +53.7% | +62.0% |
| All | +57.6% | -66.3% | +124.0% | +55.8% |
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