+50.4%
IEFA vs USFR
+20.6%
+29.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.5% | +0.4% | -1.9% | -1.5% |
| 3M | +3.4% | +1.0% | +2.4% | +3.5% |
| 6M | +9.5% | +2.0% | +7.5% | +9.4% |
| YTD | +13.0% | +2.8% | +10.3% | +12.7% |
| 1Y | +18.0% | +4.1% | +13.9% | +17.0% |
| 3Y | +65.4% | +14.1% | +51.2% | +65.1% |
| All | +50.4% | +20.6% | +29.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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