+65.2%
IEFA vs NIO
-64.4%
+129.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | -0.5% | -4.1% | +3.7% | -0.1% |
| 30D | -1.1% | -23.2% | +22.1% | +0.8% |
| 3M | +5.1% | -29.9% | +35.0% | +7.8% |
| 6M | +9.3% | -25.1% | +34.4% | +11.3% |
| YTD | +13.0% | -27.5% | +40.4% | +15.1% |
| 1Y | +19.2% | -41.1% | +60.3% | +22.8% |
| All | +65.2% | -64.4% | +129.6% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling