+146.5%
IEFA vs FN
+890.7%
-744.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | -0.5% | +5.8% | -6.3% | -1.3% |
| 30D | -1.1% | -20.6% | +19.5% | +1.7% |
| 3M | +5.1% | -28.6% | +33.7% | +8.8% |
| 6M | +9.3% | -20.7% | +30.0% | +10.1% |
| YTD | +13.0% | -8.1% | +21.1% | +10.3% |
| 1Y | +19.2% | +13.3% | +5.8% | +11.8% |
| 3Y | +67.0% | +175.7% | -108.7% | +27.4% |
| 5Y | +51.1% | +297.4% | -246.3% | +3.9% |
| 10Y | +146.5% | +950.9% | -804.4% | +37.7% |
| All | +146.5% | +890.7% | -744.2% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling