+51.1%
IEFA vs FIS
-66.7%
+117.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.4% |
| 7D | -0.5% | -9.1% | +8.6% | +1.3% |
| 30D | -1.1% | -10.4% | +9.3% | +0.9% |
| 3M | +5.1% | -3.7% | +8.8% | +5.3% |
| 6M | +9.3% | -24.8% | +34.1% | +14.9% |
| YTD | +13.0% | -41.6% | +54.5% | +25.3% |
| 1Y | +19.2% | -42.7% | +61.9% | +32.6% |
| 3Y | +67.0% | -26.2% | +93.2% | +73.3% |
| 5Y | +51.1% | -66.1% | +117.2% | +79.1% |
| All | +51.1% | -66.7% | +117.8% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling