+144.6%
IEFA vs RUN
+42.2%
+102.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.3% |
| 30D | -1.5% | -13.0% | +11.5% | -0.4% |
| 3M | +3.4% | -31.8% | +35.2% | +6.4% |
| 6M | +9.5% | -32.2% | +41.7% | +12.2% |
| YTD | +13.0% | -53.5% | +66.5% | +18.2% |
| 1Y | +18.0% | -46.5% | +64.5% | +21.1% |
| 3Y | +65.4% | -37.6% | +103.0% | +51.2% |
| 5Y | +51.6% | -80.9% | +132.4% | +48.1% |
| All | +144.6% | +42.2% | +102.4% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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