+203.9%
IEFA vs FIVE
+620.6%
-416.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +1.3% | +2.4% | -1.2% | +0.9% |
| 30D | +0.1% | +15.8% | -15.7% | -2.3% |
| 3M | -4.2% | +3.8% | -8.0% | -5.0% |
| 6M | +1.9% | +18.5% | -16.6% | -1.5% |
| YTD | +9.9% | +31.2% | -21.3% | +4.2% |
| 1Y | +11.5% | +61.8% | -50.3% | +2.2% |
| 3Y | +66.0% | +39.9% | +26.1% | +49.1% |
| 5Y | +47.5% | +18.3% | +29.2% | +32.7% |
| 10Y | +146.5% | +510.0% | -363.5% | +69.1% |
| All | +203.9% | +620.6% | -416.6% | +103.8% |
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