+48.4%
IEFA vs USFD
+204.0%
-155.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | 0.0% | +2.2% |
| 7D | +1.1% | +3.9% | -2.8% | -0.1% |
| 30D | +1.2% | +12.8% | -11.6% | -2.3% |
| 3M | -3.4% | +1.0% | -4.3% | -3.9% |
| 6M | +2.0% | +30.3% | -28.2% | -6.2% |
| YTD | +11.0% | +46.0% | -35.0% | -2.5% |
| 1Y | +15.2% | +49.6% | -34.4% | +0.3% |
| 3Y | +68.4% | +166.3% | -97.9% | +18.6% |
| 5Y | +48.4% | +208.4% | -160.0% | -3.9% |
| All | +48.4% | +204.0% | -155.5% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling