+215.7%
IEFA vs FITB
+474.3%
-258.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | +2.8% | -1.7% | +0.3% |
| 30D | -0.6% | -4.5% | +3.9% | +0.8% |
| 3M | +6.2% | +5.7% | +0.6% | +4.2% |
| 6M | +11.2% | +17.1% | -5.9% | +5.6% |
| YTD | +14.2% | +18.3% | -4.2% | +7.7% |
| 1Y | +20.0% | +23.9% | -3.9% | +11.4% |
| 3Y | +68.8% | +131.1% | -62.3% | +26.4% |
| 5Y | +52.7% | +71.1% | -18.4% | +22.4% |
| 10Y | +144.2% | +283.9% | -139.7% | +32.1% |
| All | +215.7% | +474.3% | -258.7% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling