+50.4%
IEFA vs ROKU
-52.4%
+102.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -1.5% | +2.1% | -3.6% | -1.7% |
| 3M | +3.4% | +29.5% | -26.1% | +0.4% |
| 6M | +9.5% | +53.8% | -44.3% | +4.3% |
| YTD | +13.0% | +42.8% | -29.8% | +8.3% |
| 1Y | +18.0% | +60.7% | -42.7% | +11.5% |
| 3Y | +65.4% | +83.9% | -18.5% | +48.7% |
| All | +50.4% | -52.4% | +102.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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