+217.5%
IEFA vs FN
+4,113.0%
-3,895.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.3% |
| 7D | +0.6% | -1.7% | +2.3% | +0.8% |
| 30D | +1.0% | -22.0% | +23.0% | +3.9% |
| 3M | +4.7% | -43.0% | +47.7% | +11.6% |
| 6M | +8.6% | -27.7% | +36.3% | +10.7% |
| YTD | +14.8% | -10.5% | +25.4% | +12.8% |
| 1Y | +22.6% | +12.5% | +10.1% | +15.7% |
| 3Y | +67.0% | +153.8% | -86.8% | +32.6% |
| 5Y | +52.3% | +288.0% | -235.7% | +9.8% |
| 10Y | +147.3% | +906.4% | -759.1% | +51.6% |
| All | +217.5% | +4,113.0% | -3,895.5% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling