+33.2%
NEE vs IEFA
+65.7%
-32.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -1.3% | -1.6% | +0.2% | -0.6% |
| 30D | -3.3% | -1.5% | -1.8% | -2.6% |
| 3M | -2.3% | +3.4% | -5.7% | -4.0% |
| 6M | -8.9% | +9.5% | -18.3% | -13.4% |
| YTD | +4.8% | +13.0% | -8.3% | -2.6% |
| 1Y | +18.7% | +18.0% | +0.7% | +7.5% |
| 3Y | +33.2% | +65.4% | -32.1% | -15.0% |
| All | +33.2% | +65.7% | -32.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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