+20.0%
IEFA vs FICO
-39.2%
+59.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.2% | -15.4% | +16.6% | +1.3% |
| 30D | -0.6% | -10.4% | +9.8% | -0.5% |
| 3M | +6.2% | -22.7% | +28.9% | +6.1% |
| 6M | +11.2% | -36.8% | +47.9% | +12.0% |
| YTD | +14.2% | -44.8% | +59.0% | +15.8% |
| 1Y | +20.0% | -39.3% | +59.3% | +21.2% |
| All | +20.0% | -39.2% | +59.2% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling