+2,551.7%
META vs IEFA
+197.3%
+2,354.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.6% |
| 7D | -0.8% | -1.6% | +0.8% | +0.8% |
| 30D | -15.4% | -1.5% | -14.0% | -14.1% |
| 3M | +3.5% | -5.2% | +8.7% | +9.2% |
| 6M | -0.3% | -1.6% | +1.3% | +0.7% |
| YTD | -7.3% | +7.7% | -15.0% | -15.0% |
| 1Y | -1.1% | +12.2% | -13.3% | -13.1% |
| 3Y | +95.1% | +62.1% | +33.0% | +17.0% |
| 5Y | +80.6% | +43.7% | +36.9% | +24.6% |
| 10Y | +410.1% | +142.7% | +267.4% | +124.2% |
| All | +2,551.7% | +197.3% | +2,354.4% | +997.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling