+147.8%
IEFA vs NYT
+527.0%
-379.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.8% |
| 7D | -2.4% | +4.5% | -6.9% | -3.3% |
| 30D | -2.5% | +8.6% | -11.0% | -4.1% |
| 3M | +2.4% | -3.8% | +6.2% | +2.7% |
| 6M | +11.7% | -10.8% | +22.5% | +13.5% |
| YTD | +12.1% | +2.2% | +9.9% | +10.5% |
| 1Y | +17.6% | +20.8% | -3.2% | +11.7% |
| 3Y | +63.1% | +68.0% | -4.9% | +42.4% |
| 5Y | +49.8% | +49.9% | -0.1% | +30.6% |
| 10Y | +147.8% | +528.5% | -380.7% | +79.3% |
| All | +147.8% | +527.0% | -379.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling