+52.4%
RSP vs IEFA
+65.6%
-13.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -1.8% | -0.5% | -1.4% | -1.5% |
| 30D | -2.5% | -1.1% | -1.4% | -1.8% |
| 3M | +3.0% | +5.1% | -2.1% | -0.6% |
| 6M | +8.9% | +9.3% | -0.4% | +1.8% |
| YTD | +13.0% | +13.0% | 0.0% | +2.7% |
| 1Y | +16.2% | +19.2% | -2.9% | +1.4% |
| All | +52.4% | +65.6% | -13.1% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling