+204.4%
IEFA vs NDAQ
+1,579.9%
-1,375.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +1.1% | +18.0% | -16.9% | -4.8% |
| 3M | -4.3% | +11.5% | -15.8% | -8.1% |
| 6M | +1.4% | +21.1% | -19.7% | -6.1% |
| YTD | +10.1% | +12.8% | -2.7% | +4.0% |
| 1Y | +12.9% | +25.7% | -12.8% | +2.3% |
| 3Y | +65.8% | +116.8% | -51.0% | +20.0% |
| 5Y | +47.7% | +67.3% | -19.6% | +16.2% |
| 10Y | +146.8% | +473.3% | -326.5% | +20.3% |
| All | +204.4% | +1,579.9% | -1,375.6% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling