+65.4%
IEFA vs NUE
+61.7%
+3.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.7% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | -1.5% | -4.6% | +3.1% | -0.7% |
| 3M | +3.4% | -0.3% | +3.7% | +3.2% |
| 6M | +9.5% | +51.9% | -42.4% | +1.0% |
| YTD | +13.0% | +60.0% | -46.9% | +3.2% |
| 1Y | +18.0% | +82.9% | -64.9% | +5.1% |
| 3Y | +65.4% | +66.0% | -0.6% | +43.0% |
| All | +65.4% | +61.7% | +3.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling