+212.3%
IEFA vs FTI
+172.4%
+39.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | -1.1% | +5.0% | -6.1% | -2.0% |
| 3M | +5.1% | +13.8% | -8.8% | +2.2% |
| 6M | +9.3% | +22.9% | -13.6% | +4.5% |
| YTD | +13.0% | +75.0% | -62.0% | +0.9% |
| 1Y | +19.2% | +96.9% | -77.7% | +3.9% |
| 3Y | +67.0% | +276.7% | -209.7% | +25.7% |
| 5Y | +51.1% | +1,157.0% | -1,105.9% | -14.3% |
| 10Y | +146.5% | +310.7% | -164.2% | +54.3% |
| All | +212.3% | +172.4% | +39.9% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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