+425.7%
META vs IEFA
+147.9%
+277.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +1.8% |
| 7D | +5.7% | +1.1% | +4.6% | +4.5% |
| 30D | -10.8% | +1.2% | -12.0% | -11.8% |
| 3M | +8.4% | -3.4% | +11.8% | +12.5% |
| 6M | +5.4% | +2.0% | +3.4% | +2.4% |
| YTD | -2.6% | +11.0% | -13.6% | -14.2% |
| 1Y | +3.5% | +15.2% | -11.7% | -12.6% |
| 3Y | +102.0% | +68.4% | +33.6% | +10.4% |
| 5Y | +93.1% | +48.4% | +44.7% | +23.3% |
| 10Y | +425.7% | +146.4% | +279.3% | +98.7% |
| All | +425.7% | +147.9% | +277.8% | +98.7% |
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