+17.0%
IEFA vs NVD
-27.4%
+44.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +3.1% |
| 7D | +1.9% | +15.0% | -13.1% | +3.2% |
| 30D | +1.4% | +39.3% | -37.9% | +4.7% |
| 3M | -1.4% | +3.1% | -4.5% | -0.5% |
| 6M | +6.3% | -19.0% | +25.3% | +5.7% |
| YTD | +11.9% | -35.5% | +47.4% | +8.5% |
| 1Y | +17.0% | -30.2% | +47.2% | +14.2% |
| All | +17.0% | -27.4% | +44.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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