+209.4%
IEFA vs RSG
+920.4%
-711.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.4% | -1.8% | -0.6% | -1.7% |
| 30D | -2.1% | +2.8% | -4.9% | -3.3% |
| 3M | +5.5% | +4.3% | +1.2% | +3.2% |
| 6M | +8.1% | -0.5% | +8.6% | +7.5% |
| YTD | +11.9% | +5.2% | +6.7% | +8.2% |
| 1Y | +18.1% | -2.1% | +20.2% | +17.8% |
| 3Y | +65.5% | +56.5% | +8.9% | +30.0% |
| 5Y | +50.1% | +89.5% | -39.5% | +5.1% |
| 10Y | +144.2% | +424.8% | -280.5% | +1.9% |
| All | +209.4% | +920.4% | -711.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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