+434.8%
RSP vs IEFA
+217.0%
+217.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.8% | +0.6% | -1.4% | -1.3% |
| 30D | -0.3% | +1.0% | -1.4% | -1.2% |
| 3M | +4.3% | +4.7% | -0.4% | -0.1% |
| 6M | +8.8% | +8.6% | +0.2% | +0.6% |
| YTD | +15.3% | +14.8% | +0.4% | +1.2% |
| 1Y | +18.3% | +22.6% | -4.3% | -2.1% |
| 3Y | +52.8% | +67.0% | -14.2% | -5.1% |
| 5Y | +51.7% | +52.3% | -0.6% | +2.1% |
| 10Y | +208.5% | +147.3% | +61.1% | +34.9% |
| All | +434.8% | +217.0% | +217.7% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling