+50.1%
IEFA vs ROL
-4.5%
+54.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | -2.1% | -6.6% | +4.5% | -1.0% |
| 3M | +5.5% | -27.3% | +32.8% | +11.5% |
| 6M | +8.1% | -38.1% | +46.2% | +17.7% |
| YTD | +11.9% | -41.8% | +53.7% | +23.0% |
| 1Y | +18.1% | -37.8% | +55.9% | +27.7% |
| 3Y | +65.5% | -0.3% | +65.8% | +61.3% |
| 5Y | +50.1% | -5.1% | +55.1% | +41.6% |
| All | +50.1% | -4.5% | +54.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling