+17.0%
IEFA vs RL
+34.3%
-17.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.5% |
| 7D | +1.9% | +5.8% | -3.9% | +0.6% |
| 30D | +1.4% | +12.7% | -11.3% | -1.3% |
| 3M | -1.4% | +9.3% | -10.7% | -3.5% |
| 6M | +6.3% | +16.9% | -10.6% | +2.2% |
| YTD | +11.9% | +17.5% | -5.6% | +6.1% |
| 1Y | +17.0% | +34.6% | -17.7% | +6.5% |
| All | +17.0% | +34.3% | -17.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling