+131.9%
IEFA vs RUN
-32.6%
+164.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.7% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | -1.1% | -10.8% | +9.7% | -0.3% |
| 3M | +5.1% | -30.2% | +35.2% | +7.7% |
| 6M | +9.3% | -22.3% | +31.6% | +10.7% |
| YTD | +13.0% | -52.2% | +65.1% | +17.6% |
| 1Y | +19.2% | -45.1% | +64.3% | +21.9% |
| 3Y | +67.0% | -37.1% | +104.1% | +53.8% |
| 5Y | +51.1% | -80.3% | +131.4% | +47.2% |
| 10Y | +146.5% | +45.2% | +101.3% | +87.7% |
| All | +131.9% | -32.6% | +164.6% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling