+22.6%
IEFA vs FIVE
+66.7%
-44.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.6% |
| 7D | +0.6% | +4.3% | -3.7% | 0.0% |
| 30D | +1.0% | +12.5% | -11.5% | -0.8% |
| 3M | +4.7% | +31.2% | -26.5% | +0.6% |
| 6M | +8.6% | +14.4% | -5.8% | +6.2% |
| YTD | +14.8% | +33.9% | -19.1% | +9.6% |
| 1Y | +22.6% | +65.1% | -42.4% | +13.3% |
| All | +22.6% | +66.7% | -44.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling