+123.0%
IEFA vs FND
+57.3%
+65.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -1.1% | -19.6% | +18.5% | +2.8% |
| 3M | +5.1% | -4.3% | +9.4% | +5.2% |
| 6M | +9.3% | -20.4% | +29.8% | +12.7% |
| YTD | +13.0% | -21.9% | +34.8% | +16.5% |
| 1Y | +19.2% | -45.2% | +64.4% | +30.8% |
| 3Y | +67.0% | -49.2% | +116.2% | +80.4% |
| 5Y | +51.1% | -61.8% | +112.9% | +65.6% |
| All | +123.0% | +57.3% | +65.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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