+50.4%
IEFA vs NSC
+42.7%
+7.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -1.6% | -2.8% | +1.2% | -0.8% |
| 30D | -1.5% | -4.5% | +3.0% | -0.2% |
| 3M | +3.4% | +3.5% | -0.1% | +2.1% |
| 6M | +9.5% | +8.5% | +1.0% | +6.2% |
| YTD | +13.0% | +12.3% | +0.7% | +8.4% |
| 1Y | +18.0% | +18.9% | -0.9% | +11.1% |
| 3Y | +65.4% | +74.1% | -8.8% | +32.9% |
| All | +50.4% | +42.7% | +7.8% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling