+144.6%
IEFA vs RRX
+228.4%
-83.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | 0.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -1.5% | -6.1% | +4.6% | +0.1% |
| 3M | +3.4% | -23.1% | +26.5% | +9.7% |
| 6M | +9.5% | -19.5% | +29.0% | +13.6% |
| YTD | +13.0% | +16.1% | -3.0% | +4.8% |
| 1Y | +18.0% | +12.9% | +5.1% | +9.5% |
| 3Y | +65.4% | +7.9% | +57.4% | +47.9% |
| 5Y | +51.6% | +19.1% | +32.5% | +26.6% |
| All | +144.6% | +228.4% | -83.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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