+215.7%
IEFA vs ROST
+753.7%
-538.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | -0.6% | -10.0% | +9.4% | +2.2% |
| 3M | +6.2% | +1.2% | +5.0% | +5.6% |
| 6M | +11.2% | +8.9% | +2.2% | +8.1% |
| YTD | +14.2% | +28.1% | -13.9% | +6.1% |
| 1Y | +20.0% | +53.0% | -32.9% | +6.1% |
| 3Y | +68.8% | +97.9% | -29.1% | +37.3% |
| 5Y | +52.7% | +112.0% | -59.3% | +18.7% |
| 10Y | +144.2% | +303.0% | -158.7% | +56.9% |
| All | +215.7% | +753.7% | -538.1% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling