+142.2%
IEFA vs USFD
+310.2%
-168.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -2.4% | -8.0% | +5.6% | -0.6% |
| 30D | -2.1% | -13.1% | +11.0% | +1.0% |
| 3M | +5.5% | +6.5% | -1.0% | +3.7% |
| 6M | +8.1% | +5.7% | +2.4% | +6.2% |
| YTD | +11.9% | +27.5% | -15.6% | +4.8% |
| 1Y | +18.1% | +23.4% | -5.4% | +11.2% |
| 3Y | +65.5% | +146.4% | -81.0% | +31.4% |
| 5Y | +50.1% | +196.8% | -146.7% | +12.4% |
| All | +142.2% | +310.2% | -168.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling