+206.0%
IEFA vs FIVE
+631.0%
-425.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -3.2% | +7.0% | -10.2% | -4.5% |
| 6M | +2.0% | +20.5% | -18.5% | -1.7% |
| YTD | +10.7% | +33.1% | -22.4% | +4.7% |
| 1Y | +13.0% | +67.1% | -54.1% | +2.9% |
| 3Y | +67.1% | +41.9% | +25.2% | +49.7% |
| 5Y | +49.4% | +21.1% | +28.3% | +33.9% |
| 10Y | +148.2% | +518.8% | -370.6% | +69.9% |
| All | +206.0% | +631.0% | -425.0% | +104.8% |
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