+22.6%
IEFA vs NSC
+20.4%
+2.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.6% | -5.5% | +6.1% | +1.5% |
| 30D | +1.0% | -3.2% | +4.3% | +1.5% |
| 3M | +4.7% | +7.7% | -3.0% | +2.9% |
| 6M | +8.6% | +4.5% | +4.1% | +7.2% |
| YTD | +14.8% | +15.6% | -0.7% | +10.3% |
| 1Y | +22.6% | +19.8% | +2.8% | +18.2% |
| All | +22.6% | +20.4% | +2.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling