+148.1%
IEFA vs RL
+337.1%
-188.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +2.2% | +2.6% | -0.4% | +1.6% |
| 30D | +1.1% | +2.9% | -1.9% | +0.3% |
| 3M | -4.3% | 0.0% | -4.3% | -4.5% |
| 6M | +1.4% | +17.1% | -15.7% | -3.0% |
| YTD | +10.1% | +10.1% | 0.0% | +6.5% |
| 1Y | +12.9% | +17.3% | -4.4% | +7.5% |
| 3Y | +65.8% | +249.3% | -183.5% | +18.3% |
| 5Y | +47.7% | +240.9% | -193.2% | +3.3% |
| All | +148.1% | +337.1% | -188.9% | +62.8% |
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