-52.2%
RDDT vs IEFA
+13.3%
-65.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.0% | -4.9% | -4.6% |
| 7D | -27.6% | -1.7% | -25.9% | -25.8% |
| 30D | -37.0% | -1.8% | -35.3% | -35.4% |
| 3M | -39.6% | -4.5% | -35.1% | -36.2% |
| 6M | -45.3% | +1.8% | -47.1% | -45.2% |
| YTD | -59.2% | +8.5% | -67.7% | -62.8% |
| 1Y | -52.2% | +12.8% | -65.0% | -60.0% |
| All | -52.2% | +13.3% | -65.6% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling