+65.2%
IEFA vs FIS
-26.4%
+91.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.5% |
| 7D | -0.5% | -9.1% | +8.6% | +1.0% |
| 30D | -1.1% | -10.4% | +9.3% | +0.5% |
| 3M | +5.1% | -3.7% | +8.8% | +5.2% |
| 6M | +9.3% | -24.8% | +34.1% | +14.4% |
| YTD | +13.0% | -41.6% | +54.5% | +25.3% |
| 1Y | +19.2% | -42.7% | +61.9% | +32.6% |
| All | +65.2% | -26.4% | +91.7% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling