+68.0%
IEFA vs NVD
-99.2%
+167.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -0.9% |
| 7D | -0.5% | +0.5% | -1.0% | -0.4% |
| 30D | -1.1% | -9.3% | +8.2% | -1.5% |
| 3M | +5.1% | -22.1% | +27.2% | +3.9% |
| 6M | +9.3% | -45.8% | +55.1% | +6.1% |
| YTD | +13.0% | -46.7% | +59.7% | +9.9% |
| 1Y | +19.2% | -59.5% | +78.6% | +14.5% |
| 3Y | +67.0% | -99.2% | +166.1% | +30.7% |
| All | +68.0% | -99.2% | +167.1% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling