+217.5%
IEFA vs FIVE
+635.3%
-417.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.7% |
| 7D | +0.6% | +4.3% | -3.7% | -0.1% |
| 30D | +1.0% | +12.5% | -11.5% | -1.0% |
| 3M | +4.7% | +31.2% | -26.5% | 0.0% |
| 6M | +8.6% | +14.4% | -5.8% | +5.5% |
| YTD | +14.8% | +33.9% | -19.1% | +8.7% |
| 1Y | +22.6% | +65.1% | -42.4% | +11.8% |
| 3Y | +67.0% | +49.0% | +18.0% | +48.4% |
| 5Y | +52.3% | +30.3% | +22.0% | +34.7% |
| 10Y | +147.3% | +481.1% | -333.8% | +70.4% |
| All | +217.5% | +635.3% | -417.8% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling