+155.2%
IEFA vs USFD
+329.0%
-173.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +1.3% |
| 30D | +1.0% | +3.5% | -2.5% | +0.2% |
| 3M | +4.7% | +26.6% | -21.9% | -1.1% |
| 6M | +8.6% | +11.7% | -3.1% | +5.4% |
| YTD | +14.8% | +38.1% | -23.3% | +5.7% |
| 1Y | +22.6% | +33.4% | -10.8% | +13.5% |
| 3Y | +67.0% | +155.8% | -88.8% | +31.7% |
| 5Y | +52.3% | +214.0% | -161.8% | +12.8% |
| 10Y | +147.3% | +320.4% | -173.0% | +62.5% |
| All | +155.2% | +329.0% | -173.8% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling