+144.2%
IEFA vs FICO
+607.5%
-463.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.2% | -15.4% | +16.6% | +4.3% |
| 30D | -0.6% | -10.4% | +9.8% | +1.1% |
| 3M | +6.2% | -22.7% | +28.9% | +10.3% |
| 6M | +11.2% | -36.8% | +47.9% | +19.5% |
| YTD | +14.2% | -44.8% | +59.0% | +26.3% |
| 1Y | +20.0% | -39.3% | +59.3% | +28.3% |
| 3Y | +68.8% | +3.7% | +65.1% | +47.9% |
| 5Y | +52.7% | +101.7% | -49.1% | +5.8% |
| 10Y | +144.2% | +602.8% | -458.5% | +11.5% |
| All | +144.2% | +607.5% | -463.3% | +11.5% |
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