+65.2%
IEFA vs ROP
-18.8%
+84.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.8% |
| 7D | -0.5% | -6.1% | +5.7% | +0.5% |
| 30D | -1.1% | -3.4% | +2.2% | -0.6% |
| 3M | +5.1% | +16.7% | -11.6% | +1.6% |
| 6M | +9.3% | +8.1% | +1.3% | +7.5% |
| YTD | +13.0% | -11.7% | +24.6% | +18.1% |
| 1Y | +19.2% | -24.2% | +43.4% | +31.7% |
| All | +65.2% | -18.8% | +84.0% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling