+98.2%
IEFA vs NIO
-51.7%
+149.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.1% | +0.5% |
| 7D | +2.2% | -14.5% | +16.7% | +3.3% |
| 30D | +1.1% | -15.0% | +16.0% | +2.2% |
| 3M | -4.3% | -35.6% | +31.3% | -1.4% |
| 6M | +1.4% | -55.7% | +57.0% | +6.9% |
| YTD | +10.1% | -43.1% | +53.2% | +13.8% |
| 1Y | +12.9% | -53.5% | +66.4% | +18.2% |
| 3Y | +65.8% | -59.8% | +125.6% | +70.1% |
| 5Y | +47.7% | -93.2% | +140.9% | +62.2% |
| All | +98.2% | -51.7% | +149.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling