+215.7%
IEFA vs NOC
+847.3%
-631.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +1.2% | -2.7% | +3.8% | +1.8% |
| 30D | -0.6% | -8.9% | +8.3% | +1.5% |
| 3M | +6.2% | -3.7% | +9.9% | +6.8% |
| 6M | +11.2% | -30.8% | +42.0% | +20.8% |
| YTD | +14.2% | -7.9% | +22.1% | +15.2% |
| 1Y | +20.0% | -9.4% | +29.4% | +21.5% |
| 3Y | +68.8% | +29.0% | +39.8% | +52.6% |
| 5Y | +52.7% | +56.1% | -3.4% | +25.5% |
| 10Y | +144.2% | +186.3% | -42.0% | +51.5% |
| All | +215.7% | +847.3% | -631.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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