+197.8%
IEFA vs FICO
+1,489.7%
-1,291.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | -1.5% | +3.3% | -4.8% | -2.7% |
| 3M | -5.2% | -31.7% | +26.5% | +0.3% |
| 6M | -1.6% | -34.0% | +32.4% | +3.2% |
| YTD | +7.7% | -58.3% | +66.0% | +24.6% |
| 1Y | +12.2% | -57.9% | +70.1% | +29.3% |
| 3Y | +62.1% | -24.1% | +86.1% | +50.2% |
| 5Y | +43.7% | +85.3% | -41.6% | -1.7% |
| 10Y | +142.7% | +520.3% | -377.6% | +9.6% |
| All | +197.8% | +1,489.7% | -1,291.9% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling