+144.0%
IEFA vs NTNX
+148.8%
-4.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.6% | -3.1% | +1.6% | -1.2% |
| 30D | -1.5% | +2.0% | -3.5% | -1.7% |
| 3M | +3.4% | +34.0% | -30.5% | +0.1% |
| 6M | +9.5% | +72.4% | -62.9% | +2.7% |
| YTD | +13.0% | +27.5% | -14.5% | +9.3% |
| 1Y | +18.0% | -18.7% | +36.7% | +19.5% |
| 3Y | +65.4% | +80.8% | -15.4% | +50.0% |
| 5Y | +51.6% | +54.5% | -2.9% | +36.0% |
| All | +144.0% | +148.8% | -4.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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