+14.5%
NET vs IEFA
+17.0%
-2.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -4.0% |
| 7D | -16.4% | +1.9% | -18.2% | -17.2% |
| 30D | -25.8% | +1.4% | -27.2% | -26.4% |
| 3M | -11.5% | -1.4% | -10.1% | -10.8% |
| 6M | +18.9% | +6.3% | +12.6% | +14.4% |
| YTD | +35.2% | +11.9% | +23.3% | +19.2% |
| 1Y | +14.5% | +17.0% | -2.5% | -5.4% |
| All | +14.5% | +17.0% | -2.6% | -5.4% |
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