+142.2%
IEFA vs RL
+308.3%
-166.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | -2.1% | -15.3% | +13.2% | +1.7% |
| 3M | +5.5% | -10.3% | +15.9% | +8.0% |
| 6M | +8.1% | -2.2% | +10.4% | +7.9% |
| YTD | +11.9% | -4.3% | +16.2% | +12.1% |
| 1Y | +18.1% | +8.9% | +9.2% | +14.5% |
| 3Y | +65.5% | +201.4% | -136.0% | +22.6% |
| 5Y | +50.1% | +230.6% | -180.5% | +6.0% |
| All | +142.2% | +308.3% | -166.2% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling