+212.6%
IEFA vs NTRS
+473.9%
-261.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.6% | +1.4% | -2.9% | -2.1% |
| 30D | -1.5% | -0.7% | -0.8% | -1.3% |
| 3M | +3.4% | +11.3% | -7.9% | -0.8% |
| 6M | +9.5% | +35.5% | -26.1% | -2.6% |
| YTD | +13.0% | +40.6% | -27.5% | -1.1% |
| 1Y | +18.0% | +49.2% | -31.2% | +0.7% |
| 3Y | +65.4% | +167.2% | -101.9% | +10.0% |
| 5Y | +51.6% | +94.9% | -43.4% | +11.0% |
| 10Y | +146.7% | +259.5% | -112.8% | +28.9% |
| All | +212.6% | +473.9% | -261.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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