+11.5%
IEFA vs FN
-21.9%
+33.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +1.3% | +20.8% | -19.5% | -0.2% |
| 30D | +0.1% | -17.3% | +17.4% | +1.2% |
| 3M | -4.2% | -38.1% | +33.9% | -1.2% |
| 6M | +1.9% | -44.2% | +46.1% | +5.4% |
| YTD | +9.9% | -22.3% | +32.2% | +9.3% |
| 1Y | +11.5% | -20.9% | +32.5% | +9.9% |
| All | +11.5% | -21.9% | +33.4% | +9.9% |
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