+65.4%
IEFA vs NVT
+190.9%
-125.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.2% |
| 7D | -1.6% | +4.1% | -5.6% | -2.3% |
| 30D | -1.5% | -5.1% | +3.6% | -0.7% |
| 3M | +3.4% | -1.2% | +4.6% | +3.0% |
| 6M | +9.5% | +46.6% | -37.1% | +0.7% |
| YTD | +13.0% | +60.0% | -46.9% | +2.2% |
| 1Y | +18.0% | +70.8% | -52.8% | +5.0% |
| 3Y | +65.4% | +187.5% | -122.2% | +23.5% |
| All | +65.4% | +190.9% | -125.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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