+20.0%
IEFA vs FN
+11.2%
+8.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | +1.2% | +3.5% | -2.4% | +0.9% |
| 30D | -0.6% | -26.0% | +25.4% | +1.6% |
| 3M | +6.2% | -33.3% | +39.5% | +9.1% |
| 6M | +11.2% | -14.9% | +26.1% | +11.0% |
| YTD | +14.2% | -8.6% | +22.7% | +12.9% |
| 1Y | +20.0% | +12.3% | +7.7% | +15.6% |
| All | +20.0% | +11.2% | +8.9% | +15.6% |
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