+197.8%
IEFA vs FN
+3,282.9%
-3,085.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -2.3% |
| 7D | -1.6% | 0.0% | -1.5% | -2.0% |
| 30D | -1.5% | -34.3% | +32.9% | +3.4% |
| 3M | -5.2% | -39.9% | +34.7% | 0.0% |
| 6M | -1.6% | -51.8% | +50.2% | +5.8% |
| YTD | +7.7% | -28.1% | +35.9% | +7.9% |
| 1Y | +12.2% | -29.1% | +41.3% | +12.1% |
| 3Y | +62.1% | +102.4% | -40.4% | +31.4% |
| 5Y | +43.7% | +171.7% | -127.9% | +8.2% |
| 10Y | +142.7% | +773.5% | -630.8% | +50.5% |
| All | +197.8% | +3,282.9% | -3,085.2% | +62.9% |
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 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