+142.2%
IEFA vs FIVE
+483.6%
-341.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -2.1% | +3.0% | -5.1% | -2.7% |
| 3M | +5.5% | +23.2% | -17.7% | +1.4% |
| 6M | +8.1% | +9.2% | -1.0% | +5.6% |
| YTD | +11.9% | +28.1% | -16.2% | +6.1% |
| 1Y | +18.1% | +65.3% | -47.2% | +6.6% |
| 3Y | +65.5% | +49.4% | +16.1% | +45.3% |
| 5Y | +50.1% | +29.5% | +20.5% | +31.3% |
| All | +142.2% | +483.6% | -341.5% | +65.2% |
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