+148.2%
IEFA vs FIVE
+535.9%
-387.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +1.3% | +17.4% | -16.1% | -1.6% |
| 3M | -3.2% | +7.0% | -10.2% | -4.6% |
| 6M | +2.0% | +20.5% | -18.5% | -2.0% |
| YTD | +10.7% | +33.1% | -22.4% | +4.1% |
| 1Y | +13.0% | +67.1% | -54.1% | +1.9% |
| 3Y | +67.1% | +41.9% | +25.2% | +48.5% |
| 5Y | +49.4% | +21.1% | +28.3% | +32.8% |
| 10Y | +148.2% | +518.8% | -370.6% | +67.9% |
| All | +148.2% | +535.9% | -387.8% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling