+204.4%
IEFA vs RRC
-17.6%
+222.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +2.2% | +6.4% | -4.2% | +1.6% |
| 30D | +1.1% | +23.9% | -22.8% | -1.1% |
| 3M | -4.3% | +30.2% | -34.4% | -6.8% |
| 6M | +1.4% | +26.3% | -24.9% | -1.2% |
| YTD | +10.1% | +48.1% | -38.0% | +5.5% |
| 1Y | +12.9% | +37.7% | -24.8% | +8.8% |
| 3Y | +65.8% | +60.3% | +5.5% | +56.2% |
| 5Y | +47.7% | +135.3% | -87.6% | +31.5% |
| 10Y | +146.8% | +73.3% | +73.5% | +107.9% |
| All | +204.4% | -17.6% | +222.0% | +175.0% |
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