+60.7%
NEM vs IEFA
+18.9%
+41.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -1.2% |
| 7D | -1.0% | -1.6% | +0.6% | +1.8% |
| 30D | +7.8% | -1.5% | +9.3% | +10.9% |
| 3M | +30.2% | +3.4% | +26.8% | +23.6% |
| 6M | +9.6% | +9.5% | +0.1% | -3.2% |
| YTD | +27.8% | +13.0% | +14.8% | +6.8% |
| 1Y | +60.7% | +18.0% | +42.7% | +24.2% |
| All | +60.7% | +18.9% | +41.8% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling