+144.6%
IEFA vs ROL
+211.6%
-67.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | -1.5% | -4.9% | +3.4% | -0.3% |
| 3M | +3.4% | -25.8% | +29.2% | +10.9% |
| 6M | +9.5% | -37.6% | +47.0% | +22.5% |
| YTD | +13.0% | -41.5% | +54.5% | +28.1% |
| 1Y | +18.0% | -39.5% | +57.5% | +32.3% |
| 3Y | +65.4% | +0.1% | +65.2% | +60.0% |
| 5Y | +51.6% | -4.6% | +56.2% | +45.7% |
| All | +144.6% | +211.6% | -67.1% | +69.4% |
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