+206.0%
IEFA vs RBA
+495.0%
-288.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +1.3% | +9.0% | -7.7% | -0.6% |
| 3M | -3.2% | +7.2% | -10.3% | -4.8% |
| 6M | +2.0% | -7.8% | +9.7% | +2.9% |
| YTD | +10.7% | -6.4% | +17.0% | +10.9% |
| 1Y | +13.0% | -4.2% | +17.1% | +12.5% |
| 3Y | +67.1% | +64.1% | +3.1% | +46.4% |
| 5Y | +49.4% | +48.4% | +1.0% | +31.1% |
| 10Y | +148.2% | +209.9% | -61.8% | +77.5% |
| All | +206.0% | +495.0% | -288.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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