+441.0%
RSP vs IEFA
+203.5%
+237.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | +1.8% | +1.3% | +0.5% | +0.6% |
| 30D | +3.5% | +0.1% | +3.4% | +3.3% |
| 3M | +0.2% | -4.2% | +4.4% | +3.9% |
| 6M | +9.1% | +1.9% | +7.2% | +6.9% |
| YTD | +16.6% | +9.9% | +6.7% | +6.2% |
| 1Y | +17.9% | +11.5% | +6.4% | +6.0% |
| 3Y | +64.6% | +66.0% | -1.4% | +2.6% |
| 5Y | +48.4% | +47.5% | +0.9% | +2.6% |
| 10Y | +212.9% | +146.5% | +66.5% | +37.7% |
| All | +441.0% | +203.5% | +237.5% | +93.6% |
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