+217.5%
IEFA vs RRC
-33.4%
+250.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | +1.0% | +10.1% | -9.1% | +0.1% |
| 3M | +4.7% | +4.0% | +0.7% | +4.2% |
| 6M | +8.6% | +1.6% | +7.0% | +8.1% |
| YTD | +14.8% | +19.7% | -4.9% | +12.5% |
| 1Y | +22.6% | +21.4% | +1.2% | +19.7% |
| 3Y | +67.0% | +29.7% | +37.3% | +60.6% |
| 5Y | +52.3% | +153.9% | -101.6% | +34.7% |
| 10Y | +147.3% | +10.8% | +136.5% | +118.4% |
| All | +217.5% | -33.4% | +250.9% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling