+103.2%
IEFA vs ROKU
+875.4%
-772.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.4% | -2.6% | +0.2% | -2.2% |
| 30D | -2.1% | +2.1% | -4.2% | -2.3% |
| 3M | +5.5% | +31.8% | -26.3% | +3.1% |
| 6M | +8.1% | +53.3% | -45.2% | +4.3% |
| YTD | +11.9% | +42.1% | -30.1% | +8.4% |
| 1Y | +18.1% | +62.3% | -44.3% | +13.1% |
| 3Y | +65.5% | +84.6% | -19.2% | +53.0% |
| 5Y | +50.1% | -53.1% | +103.1% | +44.5% |
| All | +103.2% | +875.4% | -772.3% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling