+65.8%
IEFA vs NDAQ
+117.7%
-51.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +1.1% | +18.0% | -16.9% | -2.6% |
| 3M | -4.3% | +11.5% | -15.8% | -6.6% |
| 6M | +1.4% | +21.1% | -19.7% | -3.2% |
| YTD | +10.1% | +12.8% | -2.7% | +7.0% |
| 1Y | +12.9% | +25.7% | -12.8% | +5.8% |
| 3Y | +65.8% | +116.8% | -51.0% | +29.4% |
| All | +65.8% | +117.7% | -51.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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