+145.8%
IEFA vs FN
+772.0%
-626.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.1% |
| 7D | +1.1% | -4.1% | +5.2% | +1.4% |
| 30D | +0.7% | -28.3% | +29.0% | +4.5% |
| 3M | -3.4% | -33.9% | +30.5% | +0.8% |
| 6M | +1.5% | -43.9% | +45.4% | +7.0% |
| YTD | +10.4% | -23.4% | +33.8% | +9.4% |
| 1Y | +13.4% | -25.4% | +38.8% | +12.3% |
| 3Y | +66.7% | +107.9% | -41.2% | +31.6% |
| 5Y | +49.5% | +195.1% | -145.6% | +6.8% |
| 10Y | +145.8% | +794.1% | -648.3% | +44.2% |
| All | +145.8% | +772.0% | -626.2% | +44.2% |
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