+52.7%
IEFA vs ROIV
+316.9%
-264.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.3% | -1.9% |
| 7D | +1.2% | +20.2% | -19.0% | -0.3% |
| 30D | -0.6% | +14.1% | -14.7% | -1.7% |
| 3M | +6.2% | +45.6% | -39.4% | +3.1% |
| 6M | +11.2% | +44.1% | -33.0% | +7.9% |
| YTD | +14.2% | +91.2% | -77.0% | +8.5% |
| 1Y | +20.0% | +221.3% | -201.3% | +10.0% |
| 3Y | +68.8% | +229.2% | -160.4% | +52.9% |
| 5Y | +52.7% | +316.5% | -263.8% | +27.0% |
| All | +52.7% | +316.9% | -264.2% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling