+144.6%
IEFA vs ROST
+317.9%
-173.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -1.5% | -6.9% | +5.4% | +0.4% |
| 3M | +3.4% | -3.3% | +6.7% | +4.1% |
| 6M | +9.5% | +9.0% | +0.4% | +6.3% |
| YTD | +13.0% | +28.9% | -15.8% | +4.6% |
| 1Y | +18.0% | +54.0% | -36.0% | +3.6% |
| 3Y | +65.4% | +100.7% | -35.4% | +32.9% |
| 5Y | +51.6% | +116.0% | -64.5% | +16.0% |
| All | +144.6% | +317.9% | -173.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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