+442.1%
RSP vs IEFA
+203.9%
+238.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.4% | +2.2% | +0.2% | +0.4% |
| 30D | +4.3% | +1.1% | +3.2% | +3.3% |
| 3M | -0.3% | -4.3% | +3.9% | +3.4% |
| 6M | +9.8% | +1.4% | +8.4% | +8.1% |
| YTD | +16.8% | +10.1% | +6.8% | +6.3% |
| 1Y | +19.5% | +12.9% | +6.6% | +6.3% |
| 3Y | +65.1% | +65.8% | -0.6% | +3.0% |
| 5Y | +48.7% | +47.7% | +1.0% | +2.7% |
| 10Y | +213.6% | +146.8% | +66.8% | +37.9% |
| All | +442.1% | +203.9% | +238.2% | +93.8% |
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