+148.1%
IEFA vs ROL
+221.5%
-73.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.5% |
| 7D | +2.2% | +3.0% | -0.8% | +1.5% |
| 30D | +1.1% | +19.8% | -18.7% | -3.3% |
| 3M | -4.3% | +7.9% | -12.2% | -6.2% |
| 6M | +1.4% | -25.6% | +27.0% | +8.4% |
| YTD | +10.1% | -34.1% | +44.2% | +21.1% |
| 1Y | +12.9% | -31.4% | +44.3% | +22.7% |
| 3Y | +65.8% | +4.7% | +61.1% | +59.0% |
| 5Y | +47.7% | +15.6% | +32.1% | +35.1% |
| All | +148.1% | +221.5% | -73.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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