+212.6%
IEFA vs NVS
+310.5%
-98.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.6% | -14.3% | +12.7% | +5.1% |
| 30D | -1.5% | -10.0% | +8.5% | +2.4% |
| 3M | +3.4% | -10.9% | +14.3% | +7.7% |
| 6M | +9.5% | -12.0% | +21.4% | +14.6% |
| YTD | +13.0% | +2.5% | +10.5% | +9.4% |
| 1Y | +18.0% | +10.7% | +7.3% | +9.5% |
| 3Y | +65.4% | +53.3% | +12.1% | +27.2% |
| 5Y | +51.6% | +93.6% | -42.0% | +0.8% |
| 10Y | +146.7% | +180.6% | -33.9% | +31.3% |
| All | +212.6% | +310.5% | -98.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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