+217.5%
IEFA vs FIS
+64.9%
+152.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +1.0% | -2.2% | +3.3% | +1.6% |
| 3M | +4.7% | +2.1% | +2.6% | +3.3% |
| 6M | +8.6% | -14.7% | +23.2% | +12.7% |
| YTD | +14.8% | -35.7% | +50.5% | +30.3% |
| 1Y | +22.6% | -37.1% | +59.7% | +39.7% |
| 3Y | +67.0% | -20.0% | +87.0% | +71.4% |
| 5Y | +52.3% | -62.1% | +114.4% | +96.9% |
| 10Y | +147.3% | -37.4% | +184.7% | +151.0% |
| All | +217.5% | +64.9% | +152.6% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling