+148.2%
IEFA vs FICO
+544.1%
-396.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | +4.0% | -5.0% | -1.8% |
| 30D | +1.3% | -1.5% | +2.8% | +1.2% |
| 3M | -3.2% | -29.8% | +26.6% | +1.6% |
| 6M | +2.0% | -33.3% | +35.2% | +6.7% |
| YTD | +10.7% | -56.9% | +67.6% | +26.4% |
| 1Y | +13.0% | -59.5% | +72.4% | +30.8% |
| 3Y | +67.1% | -26.9% | +94.0% | +56.3% |
| 5Y | +49.4% | +92.9% | -43.5% | +0.4% |
| 10Y | +148.2% | +539.5% | -391.3% | +12.4% |
| All | +148.2% | +544.1% | -396.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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