+144.3%
IEFA vs USFD
+346.4%
-202.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | +0.1% | +10.6% | -10.4% | -2.2% |
| 3M | -4.2% | -2.4% | -1.8% | -3.9% |
| 6M | +1.9% | +28.9% | -27.0% | -4.4% |
| YTD | +9.9% | +43.7% | -33.8% | +0.1% |
| 1Y | +11.5% | +48.5% | -37.0% | +0.6% |
| 3Y | +66.0% | +154.7% | -88.7% | +31.0% |
| 5Y | +47.5% | +218.4% | -170.9% | +8.9% |
| 10Y | +146.5% | +360.6% | -214.2% | +59.7% |
| All | +144.3% | +346.4% | -202.1% | +58.2% |
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