+65.8%
IEFA vs FN
+96.4%
-30.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +1.1% | -16.5% | +17.6% | +2.2% |
| 3M | -4.3% | -42.1% | +37.8% | -0.5% |
| 6M | +1.4% | -52.9% | +54.3% | +6.6% |
| YTD | +10.1% | -28.0% | +38.0% | +10.2% |
| 1Y | +12.9% | -18.5% | +31.4% | +11.5% |
| 3Y | +65.8% | +93.9% | -28.1% | +39.9% |
| All | +65.8% | +96.4% | -30.6% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling