+144.6%
IEFA vs FIS
-39.8%
+184.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -7.9% | +6.3% | +0.7% |
| 30D | -1.5% | -8.0% | +6.5% | +0.7% |
| 3M | +3.4% | +0.6% | +2.8% | +2.5% |
| 6M | +9.5% | -22.2% | +31.7% | +16.4% |
| YTD | +13.0% | -40.8% | +53.8% | +30.3% |
| 1Y | +18.0% | -41.5% | +59.5% | +36.2% |
| 3Y | +65.4% | -25.5% | +90.9% | +72.7% |
| 5Y | +51.6% | -64.8% | +116.3% | +98.7% |
| All | +144.6% | -39.8% | +184.3% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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