+209.4%
IEFA vs NVMI
+4,997.9%
-4,788.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -2.4% | +3.8% | -6.2% | -3.2% |
| 30D | -2.1% | -7.6% | +5.4% | -0.7% |
| 3M | +5.5% | -28.0% | +33.5% | +11.5% |
| 6M | +8.1% | -15.3% | +23.4% | +9.6% |
| YTD | +11.9% | +11.5% | +0.5% | +6.4% |
| 1Y | +18.1% | +31.6% | -13.5% | +7.6% |
| 3Y | +65.5% | +207.0% | -141.5% | +17.0% |
| 5Y | +50.1% | +262.8% | -212.8% | -1.3% |
| 10Y | +144.2% | +3,074.6% | -2,930.4% | -5.7% |
| All | +209.4% | +4,997.9% | -4,788.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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