+144.6%
IEFA vs RIG
-41.2%
+185.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | -1.5% | -0.5% | -1.0% | -1.5% |
| 3M | +3.4% | -6.0% | +9.4% | +3.8% |
| 6M | +9.5% | -10.1% | +19.6% | +9.9% |
| YTD | +13.0% | +37.3% | -24.2% | +8.9% |
| 1Y | +18.0% | +73.9% | -55.9% | +10.8% |
| 3Y | +65.4% | -30.2% | +95.5% | +64.6% |
| 5Y | +51.6% | +62.5% | -10.9% | +34.4% |
| All | +144.6% | -41.2% | +185.8% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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