+144.6%
IEFA vs FITB
+290.8%
-146.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -1.5% | -5.7% | +4.2% | +0.1% |
| 3M | +3.4% | +3.2% | +0.3% | +2.3% |
| 6M | +9.5% | +23.4% | -13.9% | +2.7% |
| YTD | +13.0% | +18.8% | -5.7% | +6.9% |
| 1Y | +18.0% | +25.0% | -7.0% | +9.7% |
| 3Y | +65.4% | +131.2% | -65.8% | +26.0% |
| 5Y | +51.6% | +70.7% | -19.1% | +23.4% |
| All | +144.6% | +290.8% | -146.2% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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