-18.2%
META vs IEFA
+20.3%
-38.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +6.0% | +1.2% | +4.9% | +5.2% |
| 30D | +3.6% | -0.6% | +4.2% | +4.0% |
| 3M | +4.9% | +6.2% | -1.3% | +0.3% |
| 6M | -4.7% | +11.2% | -15.9% | -13.7% |
| YTD | -6.9% | +14.2% | -21.1% | -18.1% |
| 1Y | -18.2% | +20.0% | -38.2% | -29.8% |
| All | -18.2% | +20.3% | -38.5% | -29.8% |
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