+50.1%
IEFA vs FITB
+68.4%
-18.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -2.1% | -5.5% | +3.4% | -0.6% |
| 3M | +5.5% | +4.1% | +1.4% | +4.1% |
| 6M | +8.1% | +18.7% | -10.6% | +2.6% |
| YTD | +11.9% | +18.2% | -6.2% | +6.0% |
| 1Y | +18.1% | +23.7% | -5.6% | +10.1% |
| 3Y | +65.5% | +130.8% | -65.3% | +25.1% |
| 5Y | +50.1% | +69.8% | -19.7% | +25.6% |
| All | +50.1% | +68.4% | -18.3% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling