+1,449.6%
NET vs IEFA
+102.5%
+1,347.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -7.0% | +0.6% | -7.6% | -7.6% |
| 30D | -4.8% | +1.0% | -5.8% | -5.8% |
| 3M | +3.8% | +4.7% | -0.9% | -1.7% |
| 6M | +50.0% | +8.6% | +41.5% | +33.9% |
| YTD | +41.5% | +14.8% | +26.6% | +17.8% |
| 1Y | +32.8% | +22.6% | +10.2% | +2.0% |
| 3Y | +335.9% | +67.0% | +268.9% | +129.1% |
| 5Y | +113.8% | +52.3% | +61.6% | +23.6% |
| All | +1,449.6% | +102.5% | +1,347.1% | +677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling