+63.7%
IEFA vs RIG
-30.5%
+94.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.4% | -4.2% | +1.7% | -2.1% |
| 30D | -2.1% | -0.7% | -1.4% | -2.1% |
| 3M | +5.5% | -4.0% | +9.5% | +5.7% |
| 6M | +8.1% | -6.3% | +14.5% | +8.0% |
| YTD | +11.9% | +39.7% | -27.8% | +7.1% |
| 1Y | +18.1% | +78.1% | -60.0% | +9.8% |
| All | +63.7% | -30.5% | +94.2% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling