+65.8%
IEFA vs FICO
-27.8%
+93.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.2% | +2.2% | 0.0% | +2.1% |
| 30D | +1.1% | +0.1% | +1.0% | +0.9% |
| 3M | -4.3% | -35.2% | +30.9% | -2.2% |
| 6M | +1.4% | -32.4% | +33.7% | +2.4% |
| YTD | +10.1% | -57.4% | +67.5% | +16.1% |
| 1Y | +12.9% | -58.5% | +71.4% | +19.4% |
| 3Y | +65.8% | -28.9% | +94.6% | +54.5% |
| All | +65.8% | -27.8% | +93.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling