+22.6%
IEFA vs FN
+17.1%
+5.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | +0.6% | -1.7% | +2.3% | +0.7% |
| 30D | +1.0% | -22.0% | +23.0% | +2.8% |
| 3M | +4.7% | -43.0% | +47.7% | +9.0% |
| 6M | +8.6% | -27.7% | +36.3% | +9.7% |
| YTD | +14.8% | -10.5% | +25.4% | +13.8% |
| 1Y | +22.6% | +12.5% | +10.1% | +18.1% |
| All | +22.6% | +17.1% | +5.5% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling