+50.4%
IEFA vs NDAQ
+49.0%
+1.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.6% | -5.6% | +4.0% | +0.1% |
| 30D | -1.5% | -4.4% | +2.9% | -0.2% |
| 3M | +3.4% | +5.9% | -2.4% | +1.2% |
| 6M | +9.5% | +7.7% | +1.7% | +6.2% |
| YTD | +13.0% | -5.2% | +18.2% | +14.0% |
| 1Y | +18.0% | -3.4% | +21.4% | +18.0% |
| 3Y | +65.4% | +85.6% | -20.3% | +28.2% |
| All | +50.4% | +49.0% | +1.4% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling