-17.3%
META vs IEFA
+23.1%
-40.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | +0.6% | +6.1% | +6.3% |
| 30D | +4.8% | +1.0% | +3.7% | +4.1% |
| 3M | -1.6% | +4.7% | -6.3% | -4.7% |
| 6M | -7.5% | +8.6% | -16.0% | -14.7% |
| YTD | -6.4% | +14.8% | -21.2% | -17.9% |
| 1Y | -17.3% | +22.6% | -40.0% | -29.3% |
| All | -17.3% | +23.1% | -40.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling