+71.5%
IEFA vs ROIV
+276.5%
-205.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.2% | +1.7% | +0.5% | +2.1% |
| 30D | +1.1% | +17.6% | -16.5% | -0.2% |
| 3M | -4.3% | +9.0% | -13.2% | -5.1% |
| 6M | +1.4% | +35.3% | -33.9% | -1.2% |
| YTD | +10.1% | +82.2% | -72.1% | +4.9% |
| 1Y | +12.9% | +92.3% | -79.4% | +7.1% |
| 3Y | +65.8% | +336.8% | -271.0% | +48.5% |
| 5Y | +47.7% | +370.6% | -322.9% | +24.6% |
| All | +71.5% | +276.5% | -205.0% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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