+17.0%
IEFA vs FRMI
-93.1%
+110.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -10.6% | +13.1% | +2.9% |
| 7D | +1.9% | -39.7% | +41.6% | +3.9% |
| 30D | +1.4% | -55.2% | +56.6% | +4.5% |
| 3M | -1.4% | -71.2% | +69.8% | +3.2% |
| 6M | +6.3% | -64.1% | +70.4% | +9.6% |
| YTD | +11.9% | -77.2% | +89.1% | +16.8% |
| 1Y | +17.0% | -93.2% | +110.1% | +25.6% |
| All | +17.0% | -93.1% | +110.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling