+681.4%
NFLX vs IEFA
+148.3%
+533.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +0.9% |
| 7D | -1.1% | -1.6% | +0.5% | +0.3% |
| 30D | +4.3% | -1.5% | +5.8% | +5.7% |
| 3M | -4.8% | +3.4% | -8.2% | -7.8% |
| 6M | -18.4% | +9.5% | -27.9% | -25.8% |
| YTD | -17.4% | +13.0% | -30.5% | -27.5% |
| 1Y | -35.7% | +18.0% | -53.7% | -46.0% |
| 3Y | +73.8% | +65.4% | +8.4% | +4.1% |
| 5Y | +29.3% | +51.6% | -22.3% | -15.7% |
| All | +681.4% | +148.3% | +533.1% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling