+50.1%
IEFA vs RRC
+150.0%
-99.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | -2.4% | -1.2% | -1.3% | -2.3% |
| 30D | -2.1% | +3.0% | -5.1% | -2.4% |
| 3M | +5.5% | +7.3% | -1.7% | +4.6% |
| 6M | +8.1% | +3.6% | +4.6% | +7.3% |
| YTD | +11.9% | +19.4% | -7.4% | +9.2% |
| 1Y | +18.1% | +21.4% | -3.3% | +14.7% |
| 3Y | +65.5% | +32.8% | +32.7% | +57.2% |
| 5Y | +50.1% | +152.0% | -101.9% | +32.6% |
| All | +50.1% | +150.0% | -99.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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