+203.4%
RSP vs IEFA
+145.9%
+57.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | -3.1% | -2.4% | -0.7% | -1.0% |
| 30D | -3.4% | -2.1% | -1.3% | -1.5% |
| 3M | +3.6% | +5.5% | -1.9% | -1.6% |
| 6M | +9.0% | +8.1% | +0.8% | +0.7% |
| YTD | +12.2% | +11.9% | +0.3% | +0.2% |
| 1Y | +15.6% | +18.1% | -2.5% | -1.9% |
| 3Y | +51.6% | +65.5% | -13.8% | -7.7% |
| 5Y | +50.4% | +50.1% | +0.4% | +0.5% |
| All | +203.4% | +145.9% | +57.6% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling