+144.6%
IEFA vs RNG
+222.9%
-78.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | -6.1% | +4.5% | -0.9% |
| 30D | -1.5% | +9.6% | -11.1% | -2.5% |
| 3M | +3.4% | +83.3% | -79.9% | -3.7% |
| 6M | +9.5% | +77.9% | -68.5% | +1.6% |
| YTD | +13.0% | +139.9% | -126.9% | +0.3% |
| 1Y | +18.0% | +121.7% | -103.6% | +5.4% |
| 3Y | +65.4% | +121.9% | -56.5% | +44.0% |
| 5Y | +51.6% | -68.4% | +119.9% | +55.1% |
| All | +144.6% | +222.9% | -78.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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