+412.4%
META vs IEFA
+148.1%
+264.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.6% | +7.7% |
| 7D | +10.3% | -0.5% | +10.7% | +10.7% |
| 30D | +9.9% | -1.1% | +11.0% | +11.2% |
| 3M | +11.9% | +5.1% | +6.9% | +5.4% |
| 6M | +1.2% | +9.3% | -8.2% | -9.1% |
| YTD | -0.8% | +13.0% | -13.7% | -14.2% |
| 1Y | -14.3% | +19.2% | -33.5% | -30.3% |
| 3Y | +121.4% | +67.0% | +54.4% | +22.6% |
| 5Y | +74.5% | +51.1% | +23.3% | +9.4% |
| All | +412.4% | +148.1% | +264.3% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling