+2,578.4%
META vs IEFA
+217.0%
+2,361.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | +0.6% | +6.1% | +6.1% |
| 30D | +4.8% | +1.0% | +3.7% | +3.7% |
| 3M | -1.6% | +4.7% | -6.3% | -6.5% |
| 6M | -7.5% | +8.6% | -16.0% | -15.5% |
| YTD | -6.4% | +14.8% | -21.2% | -19.4% |
| 1Y | -17.3% | +22.6% | -40.0% | -33.6% |
| 3Y | +109.9% | +67.0% | +42.9% | +22.4% |
| 5Y | +65.4% | +52.3% | +13.1% | +7.6% |
| 10Y | +391.8% | +147.3% | +244.5% | +109.9% |
| All | +2,578.4% | +217.0% | +2,361.3% | +939.2% |
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