+209.4%
IEFA vs ROK
+695.8%
-486.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | -2.1% | -5.4% | +3.3% | -0.2% |
| 3M | +5.5% | -4.0% | +9.5% | +6.6% |
| 6M | +8.1% | +13.3% | -5.2% | +2.7% |
| YTD | +11.9% | +9.3% | +2.6% | +7.2% |
| 1Y | +18.1% | +25.8% | -7.7% | +7.5% |
| 3Y | +65.5% | +49.1% | +16.4% | +36.7% |
| 5Y | +50.1% | +45.9% | +4.2% | +21.5% |
| 10Y | +144.2% | +349.9% | -205.6% | +17.8% |
| All | +209.4% | +695.8% | -486.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 all: compounded portfolio wealth divided by compounded ROK 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…
all analysis · Full analysis span regression · 6 months rolling