+48.4%
RSP vs IEFA
+47.8%
+0.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | +1.8% | +1.3% | +0.5% | +0.8% |
| 30D | +3.5% | +0.1% | +3.4% | +3.4% |
| 3M | +0.2% | -4.2% | +4.4% | +3.6% |
| 6M | +9.1% | +1.9% | +7.2% | +7.2% |
| YTD | +16.6% | +9.9% | +6.7% | +7.2% |
| 1Y | +17.9% | +11.5% | +6.4% | +7.1% |
| 3Y | +64.6% | +66.0% | -1.4% | +5.8% |
| 5Y | +48.4% | +47.5% | +0.9% | +6.7% |
| All | +48.4% | +47.8% | +0.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling