+52.3%
IEFA vs FN
+289.0%
-236.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | +0.6% | -1.7% | +2.3% | +0.8% |
| 30D | +1.0% | -22.0% | +23.0% | +3.5% |
| 3M | +4.7% | -43.0% | +47.7% | +10.6% |
| 6M | +8.6% | -27.7% | +36.3% | +10.3% |
| YTD | +14.8% | -10.5% | +25.4% | +13.0% |
| 1Y | +22.6% | +12.5% | +10.1% | +16.5% |
| 3Y | +67.0% | +153.8% | -86.8% | +33.4% |
| All | +52.3% | +289.0% | -236.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling