+48.0%
IEFA vs ROP
+1.9%
+46.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +1.1% | +28.8% | -27.7% | -5.6% |
| 3M | -4.3% | +21.1% | -25.3% | -9.2% |
| 6M | +1.4% | +52.5% | -51.2% | -11.1% |
| YTD | +10.1% | +8.9% | +1.2% | +8.6% |
| 1Y | +12.9% | +8.2% | +4.7% | +11.6% |
| 3Y | +65.8% | -5.2% | +70.9% | +70.9% |
| All | +48.0% | +1.9% | +46.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling